+48.4%
RMD vs AMCR
+6.5%
+41.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -0.5% |
| 3M | +13.8% | +7.5% | +6.2% | +11.3% |
| 6M | -8.6% | +2.7% | -11.3% | -9.5% |
| YTD | -8.6% | +6.0% | -14.7% | -11.0% |
| 1Y | -19.7% | +7.8% | -27.5% | -22.3% |
| 3Y | +48.4% | +5.8% | +42.6% | +41.8% |
| All | +48.4% | +6.5% | +41.9% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling