-2.3%
SW vs AMCR
-4.8%
+2.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | +1.8% | -7.9% | +9.7% | +6.7% |
| 30D | +7.0% | +8.2% | -1.2% | +2.0% |
| 3M | -7.6% | -4.3% | -3.3% | -5.4% |
| 6M | +8.5% | +16.6% | -8.0% | -0.1% |
| YTD | +17.7% | +13.1% | +4.6% | +10.2% |
| 1Y | +27.1% | +14.4% | +12.6% | +18.5% |
| 3Y | +48.2% | +18.4% | +29.8% | +37.1% |
| 5Y | -2.3% | -5.8% | +3.5% | -9.1% |
| All | -2.3% | -4.8% | +2.5% | -9.1% |
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