+79.9%
PL vs AMCR
-1.5%
+81.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.8% |
| 7D | -7.5% | -1.8% | -5.7% | -6.6% |
| 30D | -25.6% | -6.0% | -19.6% | -23.3% |
| 3M | -45.6% | +18.9% | -64.5% | -50.8% |
| 6M | -29.5% | +5.7% | -35.2% | -32.5% |
| YTD | -9.7% | +11.1% | -20.8% | -17.2% |
| 1Y | +84.4% | +14.4% | +69.9% | +64.7% |
| 3Y | +550.0% | +13.0% | +537.0% | +465.8% |
| 5Y | +79.0% | -7.5% | +86.5% | +73.5% |
| All | +79.9% | -1.5% | +81.4% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AMCR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling