+415.3%
PR vs AMCR
-8.5%
+423.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +2.9% | -1.9% | +4.8% | +3.5% |
| 30D | +18.0% | -4.1% | +22.1% | +19.5% |
| 3M | +16.9% | +21.7% | -4.8% | +8.0% |
| 6M | +28.2% | +1.5% | +26.7% | +26.7% |
| YTD | +69.3% | +13.1% | +56.2% | +57.6% |
| 1Y | +69.5% | +13.0% | +56.5% | +57.3% |
| 3Y | +81.7% | +6.9% | +74.8% | +67.7% |
| All | +415.3% | -8.5% | +423.8% | +437.5% |
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