-25.1%
TGT vs AMCR
-12.3%
-12.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.8% |
| 7D | -5.2% | -6.3% | +1.0% | -2.4% |
| 30D | +1.2% | -7.8% | +9.0% | +5.0% |
| 3M | +18.4% | +7.5% | +10.8% | +14.0% |
| 6M | +33.4% | +2.7% | +30.8% | +30.5% |
| YTD | +63.8% | +6.0% | +57.8% | +56.2% |
| 1Y | +77.2% | +7.8% | +69.4% | +67.2% |
| 3Y | +41.8% | +5.8% | +36.0% | +30.2% |
| All | -25.1% | -12.3% | -12.8% | -20.9% |
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