+115.3%
SPOT vs AMCR
-12.3%
+127.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.2% |
| 7D | -3.1% | -6.3% | +3.2% | -1.3% |
| 30D | +7.4% | -7.8% | +15.2% | +9.8% |
| 3M | +8.2% | +7.5% | +0.6% | +5.8% |
| 6M | +2.2% | +2.7% | -0.5% | +0.9% |
| YTD | -9.5% | +6.0% | -15.5% | -12.5% |
| 1Y | -23.8% | +7.8% | -31.6% | -27.0% |
| 3Y | +233.5% | +5.8% | +227.7% | +205.0% |
| All | +115.3% | -12.3% | +127.6% | +122.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling