+338.5%
RF vs AMCR
+16.8%
+321.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +1.0% |
| 7D | -0.1% | -6.3% | +6.1% | +3.7% |
| 30D | -4.0% | -7.1% | +3.1% | 0.0% |
| 3M | +5.6% | +12.7% | -7.1% | -2.4% |
| 6M | +13.1% | +5.2% | +7.9% | +7.8% |
| YTD | +13.6% | +8.1% | +5.5% | +5.3% |
| 1Y | +16.0% | +11.7% | +4.2% | +4.8% |
| 3Y | +90.2% | +9.9% | +80.3% | +69.1% |
| 5Y | +87.0% | -8.7% | +95.6% | +86.1% |
| 10Y | +338.5% | +16.8% | +321.7% | +241.9% |
| All | +338.5% | +16.8% | +321.7% | +241.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling