+724.3%
TEL vs AMCR
+96.6%
+627.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -2.3% | -5.0% | +2.7% | -0.6% |
| 30D | -6.1% | -8.0% | +1.9% | -3.5% |
| 3M | +1.7% | +14.3% | -12.6% | -3.1% |
| 6M | +1.6% | +5.3% | -3.7% | -0.6% |
| YTD | -9.1% | +7.7% | -16.8% | -12.3% |
| 1Y | -1.7% | +10.8% | -12.5% | -6.3% |
| 3Y | +67.3% | +9.6% | +57.7% | +57.8% |
| 5Y | +52.1% | -10.2% | +62.3% | +53.9% |
| 10Y | +299.3% | +16.5% | +282.9% | +259.9% |
| All | +724.3% | +96.6% | +627.7% | +647.7% |
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