+1,660.2%
TER vs AMCR
+100.3%
+1,560.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +14.4% | -2.4% | +16.7% | +15.3% |
| 30D | -30.6% | +3.6% | -34.2% | -31.7% |
| 3M | -39.2% | -4.2% | -35.0% | -38.7% |
| 6M | -31.3% | +15.5% | -46.8% | -35.9% |
| YTD | +29.1% | +9.7% | +19.3% | +22.7% |
| 1Y | +47.4% | +8.3% | +39.1% | +40.8% |
| 3Y | +191.2% | +15.4% | +175.9% | +169.5% |
| 5Y | +74.0% | -9.1% | +83.1% | +75.4% |
| 10Y | +1,005.1% | +18.6% | +986.4% | +889.8% |
| All | +1,660.2% | +100.3% | +1,560.0% | +1,481.7% |
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