+705.7%
SW vs AMCR
+109.6%
+596.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +4.0% | +0.1% |
| 7D | +4.7% | -2.7% | +7.4% | +5.4% |
| 30D | +5.0% | +9.7% | -4.7% | +2.3% |
| 3M | -7.3% | -2.6% | -4.7% | -6.6% |
| 6M | +15.0% | +25.6% | -10.6% | +8.7% |
| YTD | +18.5% | +14.9% | +3.7% | +14.8% |
| 1Y | +27.1% | +20.5% | +6.6% | +22.0% |
| 3Y | +49.3% | +18.6% | +30.7% | +44.5% |
| 5Y | -1.6% | -3.0% | +1.4% | -2.4% |
| 10Y | +185.4% | +24.2% | +161.2% | +170.3% |
| All | +705.7% | +109.6% | +596.1% | +626.3% |
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 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