+239.8%
RF vs AMCR
+22.4%
+217.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +0.3% | -3.8% | +4.1% | +2.5% |
| 30D | +6.2% | +8.3% | -2.1% | +1.1% |
| 3M | -7.8% | -2.7% | -5.2% | -6.9% |
| 6M | +5.9% | +16.7% | -10.8% | -4.7% |
| YTD | +9.0% | +13.2% | -4.2% | -1.9% |
| 1Y | +19.3% | +13.7% | +5.5% | +6.9% |
| 3Y | +116.4% | +17.4% | +99.0% | +84.2% |
| 5Y | +46.0% | -5.9% | +52.0% | +42.6% |
| 10Y | +239.8% | +22.4% | +217.4% | +157.7% |
| All | +239.8% | +22.4% | +217.4% | +157.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling