+68.3%
T vs AMCR
-9.6%
+77.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -2.4% | -5.0% | +2.5% | -1.3% |
| 30D | +4.3% | -8.0% | +12.3% | +6.2% |
| 3M | +11.6% | +14.3% | -2.7% | +7.9% |
| 6M | -5.6% | +5.3% | -10.9% | -7.2% |
| YTD | +6.6% | +7.7% | -1.2% | +3.6% |
| 1Y | -8.4% | +10.8% | -19.2% | -11.7% |
| 3Y | +107.8% | +9.6% | +98.3% | +95.8% |
| 5Y | +68.3% | -10.2% | +78.5% | +68.8% |
| All | +68.3% | -9.6% | +77.9% | +68.8% |
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