-66.9%
SE vs AMCR
-9.6%
-57.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -4.8% | -5.0% | +0.2% | -2.2% |
| 30D | -18.1% | -8.0% | -10.1% | -14.5% |
| 3M | +30.6% | +14.3% | +16.4% | +21.2% |
| 6M | +20.8% | +5.3% | +15.4% | +16.3% |
| YTD | -15.6% | +7.7% | -23.3% | -20.9% |
| 1Y | -44.2% | +10.8% | -55.1% | -48.8% |
| 3Y | +181.5% | +9.6% | +172.0% | +140.0% |
| 5Y | -66.9% | -10.2% | -56.7% | -65.6% |
| All | -66.9% | -9.6% | -57.3% | -65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling