+134.1%
PSX vs AMCR
+6.5%
+127.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | +1.7% | -6.3% | +8.0% | +2.6% |
| 30D | +15.6% | -7.8% | +23.4% | +16.9% |
| 3M | +46.5% | +7.5% | +38.9% | +43.8% |
| 6M | +55.0% | +2.7% | +52.3% | +53.9% |
| YTD | +105.3% | +6.0% | +99.3% | +100.6% |
| 1Y | +101.6% | +7.8% | +93.8% | +95.4% |
| 3Y | +134.1% | +5.8% | +128.4% | +135.0% |
| All | +134.1% | +6.5% | +127.7% | +135.0% |
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 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