+44.1%
PL vs AMCR
+0.4%
+43.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +5.6% | -3.8% | +9.4% | +7.6% |
| 30D | -16.9% | +8.3% | -25.3% | -20.5% |
| 3M | -38.2% | -2.7% | -35.5% | -37.8% |
| 6M | -63.4% | +16.7% | -80.2% | -66.8% |
| YTD | -27.6% | +13.2% | -40.9% | -34.7% |
| 1Y | +6.6% | +13.7% | -7.2% | -4.2% |
| 3Y | +557.6% | +17.4% | +540.2% | +455.1% |
| 5Y | +39.5% | -5.9% | +45.4% | +33.2% |
| All | +44.1% | +0.4% | +43.8% | +37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling