+72.6%
SPY vs AMCR
-9.1%
+81.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.6% | -2.4% | +5.0% | +3.4% |
| 30D | -2.0% | +3.6% | -5.6% | -3.2% |
| 3M | -2.8% | -4.2% | +1.4% | -1.7% |
| 6M | +2.1% | +15.5% | -13.4% | -3.4% |
| YTD | +11.5% | +9.7% | +1.7% | +6.0% |
| 1Y | +13.5% | +8.3% | +5.2% | +8.4% |
| 3Y | +77.7% | +15.4% | +62.3% | +58.8% |
| All | +72.6% | -9.1% | +81.7% | +75.3% |
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