+65.2%
PR vs AMCR
+21.5%
+43.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.7% |
| 7D | -16.4% | -5.3% | -11.1% | -14.9% |
| 30D | -1.9% | +8.7% | -10.6% | -5.3% |
| 3M | +8.0% | -3.3% | +11.2% | +8.7% |
| 6M | +4.1% | +15.1% | -11.0% | -3.4% |
| YTD | +58.7% | +12.4% | +46.3% | +45.9% |
| 1Y | +75.8% | +15.8% | +60.0% | +59.3% |
| 3Y | +73.2% | +16.7% | +56.4% | +52.6% |
| 5Y | +230.1% | -5.1% | +235.2% | +221.0% |
| All | +65.2% | +21.5% | +43.6% | +50.0% |
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