+208.8%
PM vs AMCR
+16.5%
+192.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +1.9% | -5.0% | +6.9% | +3.4% |
| 30D | +1.9% | -8.0% | +9.9% | +4.3% |
| 3M | +4.6% | +14.3% | -9.7% | +0.4% |
| 6M | +11.7% | +5.3% | +6.3% | +9.1% |
| YTD | +20.4% | +7.7% | +12.6% | +16.3% |
| 1Y | +19.0% | +10.8% | +8.1% | +13.8% |
| 3Y | +130.4% | +9.6% | +120.8% | +116.1% |
| 5Y | +131.5% | -10.2% | +141.7% | +129.6% |
| All | +208.8% | +16.5% | +192.4% | +159.7% |
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