+614.2%
TEAM vs AMCR
+51.9%
+562.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.4% | -2.4% | 0.0% | -1.9% |
| 30D | -26.7% | +3.6% | -30.3% | -27.3% |
| 3M | -9.6% | -4.2% | -5.4% | -9.0% |
| 6M | +86.0% | +15.5% | +70.5% | +80.4% |
| YTD | -7.5% | +9.7% | -17.2% | -10.3% |
| 1Y | -1.4% | +8.3% | -9.7% | -4.0% |
| 3Y | -14.3% | +15.4% | -29.7% | -19.4% |
| 5Y | -66.3% | -9.1% | -57.2% | -66.2% |
| 10Y | +445.6% | +18.6% | +427.0% | +406.7% |
| All | +614.2% | +51.9% | +562.3% | +562.7% |
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