+45.2%
PL vs AMCR
+0.3%
+44.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +0.6% | +13.9% | +14.2% |
| 7D | +10.9% | -7.9% | +18.8% | +15.1% |
| 30D | -16.4% | +8.2% | -24.6% | -20.0% |
| 3M | -39.9% | -4.3% | -35.6% | -39.0% |
| 6M | -63.2% | +16.6% | -79.8% | -66.6% |
| YTD | -27.1% | +13.1% | -40.2% | -34.2% |
| 1Y | +12.2% | +14.4% | -2.2% | +0.4% |
| 3Y | +584.3% | +18.4% | +565.9% | +474.5% |
| 5Y | +37.0% | -5.8% | +42.8% | +30.9% |
| All | +45.2% | +0.3% | +44.9% | +38.1% |
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