+82.0%
SPY vs AMCR
-9.6%
+91.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.0% | -5.0% | +3.0% | -0.4% |
| 30D | -1.7% | -8.0% | +6.3% | +0.9% |
| 3M | +4.7% | +14.3% | -9.5% | -0.3% |
| 6M | +12.5% | +5.3% | +7.2% | +9.6% |
| YTD | +11.7% | +7.7% | +4.0% | +7.1% |
| 1Y | +17.5% | +10.8% | +6.6% | +11.1% |
| 3Y | +76.6% | +9.6% | +67.0% | +61.5% |
| 5Y | +82.0% | -10.2% | +92.2% | +84.4% |
| All | +82.0% | -9.6% | +91.6% | +84.4% |
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 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