-9.3%
T vs AMCR
+11.1%
-20.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | -2.4% | -5.0% | +2.5% | -2.0% |
| 30D | +4.3% | -8.0% | +12.3% | +5.1% |
| 3M | +11.6% | +14.3% | -2.7% | +10.5% |
| 6M | -5.6% | +5.3% | -10.9% | -5.6% |
| YTD | +6.6% | +7.7% | -1.2% | +5.3% |
| All | -9.3% | +11.1% | -20.4% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling