+363.5%
SE vs AMCR
+10.6%
+352.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.5% | -2.4% | +1.9% | +0.6% |
| 30D | -20.9% | +3.6% | -24.5% | -22.3% |
| 3M | -38.9% | -4.2% | -34.7% | -37.9% |
| 6M | -19.4% | +15.5% | -34.9% | -24.8% |
| YTD | -40.9% | +9.7% | -50.7% | -44.3% |
| 1Y | -46.2% | +8.3% | -54.5% | -49.0% |
| 3Y | +63.7% | +15.4% | +48.4% | +45.8% |
| 5Y | -77.9% | -9.1% | -68.8% | -77.6% |
| All | +363.5% | +10.6% | +352.9% | +286.5% |
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 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