+589.4%
SE vs AMCR
+10.6%
+578.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -6.1% | -1.9% | -4.2% | -5.3% |
| 30D | -2.5% | -4.1% | +1.6% | -0.7% |
| 3M | +21.7% | +21.7% | 0.0% | +11.5% |
| 6M | +27.0% | +1.5% | +25.5% | +25.0% |
| YTD | -12.1% | +13.1% | -25.3% | -18.0% |
| 1Y | -40.9% | +13.0% | -53.9% | -45.0% |
| 3Y | +191.0% | +6.9% | +184.1% | +169.9% |
| 5Y | -68.3% | -10.5% | -57.8% | -67.5% |
| All | +589.4% | +10.6% | +578.8% | +476.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling