-24.1%
TE vs AMCR
+6.5%
-30.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.2% | +1.3% |
| 7D | +0.2% | -6.3% | +6.5% | +2.7% |
| 30D | -5.9% | -7.8% | +1.9% | -3.2% |
| 3M | -45.6% | +7.5% | -53.1% | -48.2% |
| 6M | -43.4% | +2.7% | -46.1% | -45.3% |
| YTD | -31.0% | +6.0% | -37.0% | -36.8% |
| 1Y | +145.2% | +7.8% | +137.4% | +119.9% |
| 3Y | -24.1% | +5.8% | -29.8% | -30.1% |
| All | -24.1% | +6.5% | -30.5% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling