-18.9%
SPGI vs AMCR
+11.5%
-30.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -8.9% | -5.0% | -4.0% | -8.4% |
| 30D | +0.6% | -8.0% | +8.6% | +1.5% |
| 3M | +2.0% | +14.3% | -12.3% | +1.3% |
| 6M | +0.1% | +5.3% | -5.2% | -0.9% |
| YTD | -16.4% | +7.7% | -24.2% | -19.0% |
| 1Y | -18.9% | +10.8% | -29.8% | -20.7% |
| All | -18.9% | +11.5% | -30.5% | -20.7% |
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