+40.4%
PL vs AMCR
-2.7%
+43.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.7% | -2.4% |
| 7D | +22.3% | -4.5% | +26.7% | +24.8% |
| 30D | -8.3% | +4.9% | -13.2% | -11.0% |
| 3M | -43.3% | -4.6% | -38.7% | -42.3% |
| 6M | -65.8% | +15.2% | -81.0% | -68.8% |
| YTD | -29.5% | +9.7% | -39.3% | -35.4% |
| 1Y | +11.7% | +10.5% | +1.2% | +1.8% |
| 3Y | +540.6% | +13.8% | +526.7% | +448.6% |
| 5Y | +32.9% | -9.1% | +42.0% | +28.8% |
| All | +40.4% | -2.7% | +43.1% | +35.5% |
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