+42.8%
SO vs AMCR
+8.2%
+34.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.1% | -5.0% | +3.8% | -0.4% |
| 30D | -3.7% | -8.0% | +4.2% | -2.5% |
| 3M | -5.9% | +14.3% | -20.2% | -8.1% |
| 6M | -7.3% | +5.3% | -12.7% | -8.4% |
| YTD | +3.1% | +7.7% | -4.6% | +0.8% |
| 1Y | -1.0% | +10.8% | -11.8% | -3.9% |
| All | +42.8% | +8.2% | +34.6% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling