+648.2%
RF vs AMCR
+100.2%
+548.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +1.3% | -1.9% | +3.2% | +2.2% |
| 30D | -3.6% | -4.1% | +0.5% | -1.9% |
| 3M | +8.1% | +21.7% | -13.6% | -1.7% |
| 6M | +11.5% | +1.5% | +10.0% | +9.4% |
| YTD | +15.6% | +13.1% | +2.4% | +7.2% |
| 1Y | +15.7% | +13.0% | +2.7% | +7.0% |
| 3Y | +86.9% | +6.9% | +80.0% | +75.2% |
| 5Y | +89.8% | -10.5% | +100.3% | +92.6% |
| 10Y | +344.7% | +20.9% | +323.8% | +279.1% |
| All | +648.2% | +100.2% | +548.0% | +530.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling