+1,232.5%
SPGI vs AMCR
+100.3%
+1,132.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.2% | -2.4% | +3.6% | +1.9% |
| 30D | +15.9% | +3.6% | +12.3% | +14.8% |
| 3M | +12.3% | -4.2% | +16.5% | +13.6% |
| 6M | +23.7% | +15.5% | +8.2% | +18.4% |
| YTD | -3.5% | +9.7% | -13.3% | -7.4% |
| 1Y | +0.4% | +8.3% | -7.9% | -3.2% |
| 3Y | +29.9% | +15.4% | +14.5% | +21.0% |
| 5Y | +15.2% | -9.1% | +24.3% | +14.9% |
| 10Y | +337.2% | +18.6% | +318.5% | +282.8% |
| All | +1,232.5% | +100.3% | +1,132.2% | +1,066.6% |
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