+207.8%
TER vs AMCR
+14.2%
+193.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.2% |
| 7D | +24.0% | -4.5% | +28.4% | +26.1% |
| 30D | -30.6% | +4.9% | -35.5% | -32.4% |
| 3M | -34.5% | -4.6% | -29.9% | -33.7% |
| 6M | -26.4% | +15.2% | -41.5% | -33.2% |
| YTD | +36.4% | +9.7% | +26.7% | +26.0% |
| 1Y | +47.4% | +10.5% | +36.9% | +35.6% |
| All | +207.8% | +14.2% | +193.6% | +173.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling