+272.5%
PM vs AMCR
+18.6%
+253.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +0.5% | -2.4% | +2.9% | +1.2% |
| 30D | -3.2% | +3.6% | -6.8% | -4.3% |
| 3M | +6.2% | -4.2% | +10.4% | +7.4% |
| 6M | +7.7% | +15.5% | -7.8% | +2.8% |
| YTD | +27.3% | +9.7% | +17.5% | +22.2% |
| 1Y | +32.8% | +8.3% | +24.5% | +28.0% |
| 3Y | +150.0% | +15.4% | +134.7% | +130.7% |
| 5Y | +164.2% | -9.1% | +173.4% | +161.0% |
| All | +272.5% | +18.6% | +253.9% | +212.2% |
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 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