+640.2%
SPY vs AMCR
+100.2%
+540.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +0.1% | -1.9% | +2.0% | +0.6% |
| 30D | +0.1% | -4.1% | +4.1% | +1.1% |
| 3M | +2.0% | +21.7% | -19.7% | -3.3% |
| 6M | +13.0% | +1.5% | +11.5% | +11.8% |
| YTD | +13.5% | +13.1% | +0.4% | +8.8% |
| 1Y | +20.0% | +13.0% | +7.0% | +14.8% |
| 3Y | +77.2% | +6.9% | +70.3% | +69.9% |
| 5Y | +81.9% | -10.5% | +92.3% | +82.2% |
| 10Y | +314.1% | +20.9% | +293.2% | +273.5% |
| All | +640.2% | +100.2% | +540.0% | +563.6% |
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