+320.9%
PM vs AMCR
+100.2%
+220.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -4.9% | -1.9% | -3.0% | -4.5% |
| 30D | -3.4% | -4.1% | +0.7% | -2.5% |
| 3M | +5.2% | +21.7% | -16.5% | +0.5% |
| 6M | +3.7% | +1.5% | +2.2% | +2.8% |
| YTD | +15.8% | +13.1% | +2.6% | +11.6% |
| 1Y | +17.4% | +13.0% | +4.4% | +13.1% |
| 3Y | +116.9% | +6.9% | +110.0% | +108.7% |
| 5Y | +117.3% | -10.5% | +127.8% | +116.6% |
| 10Y | +193.8% | +20.9% | +172.9% | +163.0% |
| All | +320.9% | +100.2% | +220.6% | +274.6% |
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