+7.5%
SMR vs AMCR
-9.0%
+16.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -2.0% |
| 7D | +13.1% | -6.3% | +19.4% | +16.4% |
| 30D | +17.8% | -7.1% | +24.9% | +21.8% |
| 3M | +8.1% | +12.7% | -4.6% | +1.2% |
| 6M | -11.1% | +5.2% | -16.3% | -13.9% |
| YTD | -23.7% | +8.1% | -31.8% | -27.8% |
| 1Y | -69.4% | +10.0% | -79.5% | -71.5% |
| 3Y | +82.6% | +6.6% | +76.0% | +68.1% |
| All | +7.5% | -9.0% | +16.4% | +7.8% |
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 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