-15.7%
RMD vs AMCR
+11.5%
-27.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | -5.0% | -3.3% | -1.7% | -4.1% |
| 30D | +2.2% | -5.4% | +7.7% | +3.8% |
| 3M | +17.8% | +20.0% | -2.1% | +12.9% |
| 6M | -11.3% | 0.0% | -11.4% | -11.8% |
| YTD | -4.4% | +11.5% | -15.9% | -7.5% |
| 1Y | -15.7% | +11.4% | -27.1% | -17.5% |
| All | -15.7% | +11.5% | -27.2% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling