+255.4%
SO vs AMCR
+100.2%
+155.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -0.2% | -1.9% | +1.7% | +0.3% |
| 30D | -4.6% | -4.1% | -0.5% | -3.7% |
| 3M | -3.0% | +21.7% | -24.7% | -7.6% |
| 6M | -8.3% | +1.5% | -9.7% | -9.2% |
| YTD | +3.5% | +13.1% | -9.6% | -0.5% |
| 1Y | -0.9% | +13.0% | -13.9% | -4.9% |
| 3Y | +45.4% | +6.9% | +38.4% | +39.8% |
| 5Y | +59.6% | -10.5% | +70.1% | +59.1% |
| 10Y | +156.6% | +20.9% | +135.7% | +127.4% |
| All | +255.4% | +100.2% | +155.2% | +214.4% |
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