+1,760.4%
TER vs AMCR
+100.3%
+1,660.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.3% |
| 7D | +24.0% | -4.5% | +28.4% | +25.9% |
| 30D | -30.6% | +4.9% | -35.5% | -32.1% |
| 3M | -34.5% | -4.6% | -29.9% | -33.8% |
| 6M | -26.4% | +15.2% | -41.5% | -31.3% |
| YTD | +36.4% | +9.7% | +26.7% | +29.7% |
| 1Y | +47.4% | +10.5% | +36.9% | +39.7% |
| 3Y | +202.6% | +13.8% | +188.7% | +181.3% |
| 5Y | +83.9% | -9.1% | +93.0% | +85.4% |
| 10Y | +1,068.0% | +18.6% | +1,049.3% | +946.1% |
| All | +1,760.4% | +100.3% | +1,660.1% | +1,571.7% |
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