-68.4%
PL vs AMCR
+13.9%
-82.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.1% | +12.5% | +10.5% |
| 7D | -6.8% | -5.3% | -1.5% | -6.2% |
| 30D | -29.3% | +8.7% | -38.0% | -30.6% |
| 3M | -44.8% | -3.3% | -41.5% | -44.5% |
| 6M | -68.4% | +15.1% | -83.5% | -69.8% |
| All | -68.4% | +13.9% | -82.3% | -69.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling