+2,418.4%
TER vs AMCR
+106.4%
+2,311.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.6% |
| 7D | +0.6% | -1.9% | +2.5% | +1.3% |
| 30D | -8.3% | -4.1% | -4.2% | -7.1% |
| 3M | -12.2% | +21.7% | -33.9% | -19.4% |
| 6M | +17.1% | +1.5% | +15.6% | +15.3% |
| YTD | +84.7% | +13.1% | +71.5% | +74.5% |
| 1Y | +199.9% | +16.5% | +183.4% | +179.1% |
| 3Y | +232.8% | +10.3% | +222.5% | +213.9% |
| 5Y | +198.6% | -7.7% | +206.2% | +200.3% |
| 10Y | +1,669.7% | +24.6% | +1,645.1% | +1,476.6% |
| All | +2,418.4% | +106.4% | +2,311.9% | +2,149.4% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling