+221.7%
PR vs AMCR
-4.7%
+226.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.5% |
| 7D | -16.4% | -5.3% | -11.1% | -15.2% |
| 30D | -1.9% | +8.7% | -10.6% | -4.6% |
| 3M | +8.0% | -3.3% | +11.2% | +8.6% |
| 6M | +4.1% | +15.1% | -11.0% | -2.2% |
| YTD | +58.7% | +12.4% | +46.3% | +47.7% |
| 1Y | +75.8% | +15.8% | +60.0% | +61.1% |
| 3Y | +73.2% | +16.7% | +56.4% | +51.2% |
| All | +221.7% | -4.7% | +226.4% | +239.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling