-50.0%
TE vs AMCR
+11.4%
-61.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.2% | -2.2% |
| 7D | +15.0% | -6.3% | +21.3% | +17.0% |
| 30D | -7.5% | -7.1% | -0.4% | -5.7% |
| 3M | -42.0% | +12.7% | -54.6% | -44.5% |
| 6M | -31.4% | +5.2% | -36.6% | -33.3% |
| YTD | -26.5% | +8.1% | -34.6% | -30.1% |
| 1Y | +153.1% | +10.0% | +143.1% | +137.6% |
| 3Y | -20.7% | +6.6% | -27.3% | -23.2% |
| 5Y | -45.4% | -11.4% | -34.0% | -44.5% |
| All | -50.0% | +11.4% | -61.4% | -49.7% |
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