+300.2%
SU vs AMCR
+96.6%
+203.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +1.7% | -5.0% | +6.6% | +3.1% |
| 30D | +9.6% | -8.0% | +17.6% | +12.1% |
| 3M | +11.7% | +14.3% | -2.5% | +6.5% |
| 6M | +21.9% | +5.3% | +16.6% | +17.7% |
| YTD | +58.6% | +7.7% | +50.9% | +51.1% |
| 1Y | +66.5% | +10.8% | +55.7% | +56.8% |
| 3Y | +121.4% | +9.6% | +111.8% | +105.2% |
| 5Y | +355.7% | -10.2% | +365.9% | +350.9% |
| 10Y | +264.2% | +16.5% | +247.7% | +215.3% |
| All | +300.2% | +96.6% | +203.6% | +246.6% |
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