+184.4%
SW vs AMCR
+22.4%
+162.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +2.2% | -3.8% | +5.9% | +3.5% |
| 30D | +7.4% | +8.3% | -0.9% | +4.4% |
| 3M | -5.9% | -2.7% | -3.2% | -5.1% |
| 6M | +9.0% | +16.7% | -7.7% | +3.9% |
| YTD | +18.1% | +13.2% | +4.9% | +14.0% |
| 1Y | +28.7% | +13.7% | +14.9% | +24.1% |
| 3Y | +48.8% | +17.4% | +31.3% | +43.1% |
| 5Y | +2.5% | -5.9% | +8.4% | +2.1% |
| 10Y | +184.4% | +22.4% | +162.0% | +169.0% |
| All | +184.4% | +22.4% | +162.0% | +169.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling