+228.2%
TER vs AMCR
-10.2%
+238.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.7% | +5.9% | +4.7% |
| 7D | +12.4% | -6.3% | +18.6% | +16.5% |
| 30D | +5.1% | -7.1% | +12.3% | +9.1% |
| 3M | +4.0% | +12.7% | -8.7% | -5.6% |
| 6M | +29.5% | +5.2% | +24.4% | +23.0% |
| YTD | +98.5% | +8.1% | +90.4% | +83.5% |
| 1Y | +234.1% | +11.7% | +222.4% | +199.5% |
| 3Y | +289.0% | +9.9% | +279.1% | +238.1% |
| 5Y | +228.2% | -8.7% | +236.8% | +233.6% |
| All | +228.2% | -10.2% | +238.4% | +233.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling