+209.0%
SPG vs AMCR
+100.3%
+108.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.0% | -2.4% | +4.4% | +3.1% |
| 30D | +17.2% | +3.6% | +13.7% | +15.2% |
| 3M | +6.3% | -4.2% | +10.5% | +8.0% |
| 6M | +18.7% | +15.5% | +3.2% | +10.3% |
| YTD | +30.1% | +9.7% | +20.3% | +21.9% |
| 1Y | +32.8% | +8.3% | +24.5% | +25.1% |
| 3Y | +133.6% | +15.4% | +118.2% | +109.6% |
| 5Y | +84.4% | -9.1% | +93.5% | +84.6% |
| 10Y | +114.3% | +18.6% | +95.7% | +79.2% |
| All | +209.0% | +100.3% | +108.7% | +153.4% |
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