+19.5%
SPG vs AMCR
+11.5%
+8.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -2.2% | -5.0% | +2.8% | -1.1% |
| 30D | -5.8% | -8.0% | +2.2% | -4.1% |
| 3M | -2.8% | +14.3% | -17.1% | -5.4% |
| 6M | +8.9% | +5.3% | +3.6% | +6.8% |
| YTD | +14.3% | +7.7% | +6.5% | +11.1% |
| 1Y | +19.5% | +10.8% | +8.6% | +17.4% |
| All | +19.5% | +11.5% | +8.0% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling