+104.2%
SPG vs AMCR
-10.2%
+114.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -1.2% |
| 7D | -1.7% | -6.3% | +4.6% | +1.2% |
| 30D | -6.3% | -7.1% | +0.9% | -3.2% |
| 3M | -2.4% | +12.7% | -15.1% | -8.0% |
| 6M | +9.6% | +5.2% | +4.5% | +6.0% |
| YTD | +14.2% | +8.1% | +6.1% | +7.7% |
| 1Y | +19.3% | +11.7% | +7.6% | +10.1% |
| 3Y | +106.7% | +9.9% | +96.8% | +86.1% |
| 5Y | +104.2% | -8.7% | +112.9% | +101.8% |
| All | +104.2% | -10.2% | +114.4% | +101.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling