+79.3%
PR vs AMCR
+7.6%
+71.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +2.9% | -1.9% | +4.8% | +3.1% |
| 30D | +18.0% | -4.1% | +22.1% | +18.5% |
| 3M | +16.9% | +21.7% | -4.8% | +13.2% |
| 6M | +28.2% | +1.5% | +26.7% | +30.1% |
| YTD | +69.3% | +13.1% | +56.2% | +65.0% |
| 1Y | +69.5% | +13.0% | +56.5% | +65.0% |
| All | +79.3% | +7.6% | +71.7% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling