+31.0%
PL vs AMCR
-9.1%
+40.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +10.0% | -2.4% | +12.4% | +11.4% |
| 30D | -2.3% | +3.6% | -5.9% | -4.6% |
| 3M | -44.2% | -4.2% | -40.0% | -43.4% |
| 6M | -66.1% | +15.5% | -81.6% | -69.3% |
| YTD | -30.0% | +9.7% | -39.7% | -36.2% |
| 1Y | +21.0% | +8.3% | +12.7% | +11.1% |
| 3Y | +516.5% | +15.4% | +501.2% | +413.1% |
| All | +31.0% | -9.1% | +40.1% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling