+2,418.4%
TER vs AMCR
+100.2%
+2,318.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% | +186.9% | +182.2% |
| 3Y | +232.8% | +6.9% | +225.8% | +217.4% |
| 5Y | +198.6% | -10.5% | +209.0% | +203.6% |
| 10Y | +1,669.7% | +20.9% | +1,648.9% | +1,494.0% |
| All | +2,418.4% | +100.2% | +2,318.1% | +2,174.3% |
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