-4.7%
TER vs AMCR
+20.9%
-25.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.4% |
| 7D | +0.6% | -1.9% | +2.5% | +0.1% |
| 30D | -8.3% | -4.1% | -4.2% | -8.5% |
| All | -4.7% | +20.9% | -25.6% | -10.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling