+173.4%
T vs AMCR
+96.6%
+76.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.1% |
| 7D | -1.5% | -1.8% | +0.3% | -1.2% |
| 30D | +7.6% | -6.0% | +13.6% | +8.9% |
| 3M | +15.3% | +18.9% | -3.6% | +11.1% |
| 6M | -8.5% | +5.7% | -14.1% | -10.0% |
| YTD | +6.8% | +11.1% | -4.3% | +3.6% |
| 1Y | -7.2% | +12.7% | -20.0% | -10.4% |
| 3Y | +108.2% | +9.6% | +98.7% | +100.2% |
| 5Y | +66.1% | -10.3% | +76.4% | +65.7% |
| 10Y | +65.3% | +16.5% | +48.8% | +51.7% |
| All | +173.4% | +96.6% | +76.8% | +159.5% |
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