+271.5%
RMD vs AMCR
+14.6%
+256.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | -4.4% | -6.3% | +1.9% | -2.3% |
| 30D | -3.1% | -7.8% | +4.7% | -0.4% |
| 3M | +13.8% | +7.5% | +6.2% | +11.1% |
| 6M | -8.6% | +2.7% | -11.3% | -9.9% |
| YTD | -8.6% | +6.0% | -14.7% | -11.3% |
| 1Y | -19.7% | +7.8% | -27.5% | -22.6% |
| 3Y | +48.4% | +5.8% | +42.6% | +41.9% |
| 5Y | -22.7% | -11.6% | -11.1% | -21.9% |
| All | +271.5% | +14.6% | +256.8% | +229.1% |
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