+41.8%
TGT vs AMCR
+6.5%
+35.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.6% |
| 7D | -5.2% | -6.3% | +1.0% | -3.1% |
| 30D | +1.2% | -7.8% | +9.0% | +4.0% |
| 3M | +18.4% | +7.5% | +10.8% | +15.2% |
| 6M | +33.4% | +2.7% | +30.8% | +31.5% |
| YTD | +63.8% | +6.0% | +57.8% | +58.4% |
| 1Y | +77.2% | +7.8% | +69.4% | +70.1% |
| 3Y | +41.8% | +5.8% | +36.0% | +34.3% |
| All | +41.8% | +6.5% | +35.3% | +34.3% |
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 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