+139.5%
T vs AMCR
+100.3%
+39.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.5% | -2.4% | +4.9% | +3.0% |
| 30D | -3.8% | +3.6% | -7.4% | -4.6% |
| 3M | -8.7% | -4.2% | -4.5% | -8.1% |
| 6M | -8.1% | +15.5% | -23.6% | -11.1% |
| YTD | -6.4% | +9.7% | -16.2% | -9.2% |
| 1Y | -9.8% | +8.3% | -18.1% | -12.1% |
| 3Y | +65.5% | +15.4% | +50.1% | +57.2% |
| 5Y | +57.0% | -9.1% | +66.1% | +56.0% |
| 10Y | +60.8% | +18.6% | +42.2% | +46.8% |
| All | +139.5% | +100.3% | +39.3% | +126.1% |
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