+553.4%
SE vs AMCR
+6.9%
+546.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.2% | -0.7% |
| 7D | -5.2% | -6.3% | +1.0% | -2.5% |
| 30D | -17.1% | -7.8% | -9.3% | -14.2% |
| 3M | +24.0% | +7.5% | +16.4% | +19.8% |
| 6M | +21.0% | +2.7% | +18.3% | +18.8% |
| YTD | -16.7% | +6.0% | -22.8% | -20.1% |
| 1Y | -45.9% | +7.8% | -53.7% | -48.6% |
| 3Y | +177.8% | +5.8% | +172.0% | +158.4% |
| 5Y | -67.4% | -11.6% | -55.7% | -66.4% |
| All | +553.4% | +6.9% | +546.5% | +454.4% |
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