+729.6%
SW vs AMCR
+100.2%
+629.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -5.1% | -1.9% | -3.2% | -4.6% |
| 30D | -4.6% | -4.1% | -0.5% | -3.4% |
| 3M | +9.4% | +21.7% | -12.3% | +4.2% |
| 6M | +3.5% | +1.5% | +2.0% | +3.1% |
| YTD | +22.0% | +13.1% | +8.9% | +18.8% |
| 1Y | +2.2% | +13.0% | -10.8% | -0.4% |
| 3Y | +19.6% | +6.9% | +12.7% | +18.0% |
| 5Y | -2.3% | -10.5% | +8.1% | -1.7% |
| 10Y | +181.4% | +20.9% | +160.5% | +169.2% |
| All | +729.6% | +100.2% | +629.3% | +655.9% |
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