+87.1%
PR vs AMCR
+20.1%
+67.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.9% |
| 7D | -0.6% | -1.8% | +1.3% | +0.1% |
| 30D | +17.4% | -6.0% | +23.4% | +20.0% |
| 3M | +21.8% | +18.9% | +2.8% | +12.4% |
| 6M | +27.6% | +5.7% | +21.9% | +21.8% |
| YTD | +71.4% | +11.1% | +60.3% | +59.0% |
| 1Y | +78.3% | +14.4% | +63.9% | +62.6% |
| 3Y | +85.5% | +13.0% | +72.5% | +66.1% |
| 5Y | +422.7% | -7.5% | +430.2% | +415.9% |
| 10Y | +87.1% | +20.1% | +67.0% | +70.4% |
| All | +87.1% | +20.1% | +67.0% | +70.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling