+69.5%
PR vs AMCR
+11.5%
+58.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -2.0% |
| 7D | +2.9% | -3.3% | +6.2% | +2.2% |
| 30D | +18.0% | -5.4% | +23.5% | +16.6% |
| 3M | +16.9% | +20.0% | -3.1% | +21.1% |
| 6M | +28.2% | 0.0% | +28.2% | +37.2% |
| YTD | +69.3% | +11.5% | +57.8% | +77.3% |
| 1Y | +69.5% | +11.4% | +58.1% | +75.9% |
| All | +69.5% | +11.5% | +58.0% | +75.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling