+1,147.8%
SPGI vs AMCR
+100.2%
+1,047.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +0.1% | -1.9% | +2.0% | +0.6% |
| 30D | +8.4% | -4.1% | +12.5% | +9.6% |
| 3M | +11.8% | +21.7% | -9.8% | +5.7% |
| 6M | +5.7% | +1.5% | +4.2% | +4.5% |
| YTD | -9.7% | +13.1% | -22.8% | -14.0% |
| 1Y | -12.5% | +13.0% | -25.4% | -16.7% |
| 3Y | +21.8% | +6.9% | +14.9% | +16.1% |
| 5Y | +8.2% | -10.5% | +18.6% | +8.4% |
| 10Y | +309.5% | +20.9% | +288.6% | +259.0% |
| All | +1,147.8% | +100.2% | +1,047.6% | +993.4% |
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