+174.8%
SPG vs AMCR
+100.2%
+74.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -2.4% | -1.9% | -0.5% | -1.6% |
| 30D | -6.8% | -4.1% | -2.8% | -5.2% |
| 3M | +2.7% | +21.7% | -19.0% | -6.4% |
| 6M | +5.5% | +1.5% | +4.0% | +3.6% |
| YTD | +15.7% | +13.1% | +2.6% | +7.2% |
| 1Y | +20.9% | +13.0% | +7.9% | +11.8% |
| 3Y | +112.4% | +6.9% | +105.5% | +98.0% |
| 5Y | +101.4% | -10.5% | +111.8% | +103.5% |
| 10Y | +60.6% | +20.9% | +39.8% | +34.8% |
| All | +174.8% | +100.2% | +74.6% | +126.1% |
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