+329.9%
TGT vs AMCR
+96.6%
+233.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -5.0% | -5.0% | -0.1% | -3.8% |
| 30D | +3.0% | -8.0% | +11.0% | +5.2% |
| 3M | +22.6% | +14.3% | +8.3% | +18.4% |
| 6M | +31.2% | +5.3% | +25.9% | +28.8% |
| YTD | +63.7% | +7.7% | +56.0% | +59.4% |
| 1Y | +78.5% | +10.8% | +67.6% | +72.5% |
| 3Y | +40.5% | +9.6% | +30.9% | +35.4% |
| 5Y | -25.6% | -10.2% | -15.4% | -24.8% |
| 10Y | +204.7% | +16.5% | +188.2% | +186.7% |
| All | +329.9% | +96.6% | +233.3% | +295.7% |
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