+83.0%
PL vs AMCR
-2.7%
+85.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -9.3% | -1.9% | -7.4% | -8.4% |
| 30D | -18.9% | -4.1% | -14.8% | -17.3% |
| 3M | -58.4% | +21.7% | -80.0% | -62.9% |
| 6M | -30.3% | +1.5% | -31.8% | -31.7% |
| YTD | -8.1% | +13.1% | -21.2% | -16.5% |
| 1Y | +180.5% | +13.0% | +167.5% | +152.7% |
| 3Y | +444.1% | +6.9% | +437.2% | +391.2% |
| 5Y | +83.0% | -10.5% | +93.5% | +79.4% |
| All | +83.0% | -2.7% | +85.8% | +78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling