-20.7%
TLT vs AMCR
+14.6%
-35.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.1% |
| 7D | -1.6% | -6.3% | +4.6% | -1.7% |
| 30D | -1.1% | -7.8% | +6.7% | -1.2% |
| 3M | -4.9% | +7.5% | -12.4% | -4.7% |
| 6M | -5.0% | +2.7% | -7.7% | -5.0% |
| YTD | -4.4% | +6.0% | -10.4% | -4.3% |
| 1Y | -6.4% | +7.8% | -14.2% | -6.2% |
| 3Y | -2.0% | +5.8% | -7.8% | -1.6% |
| 5Y | -35.0% | -11.6% | -23.4% | -35.2% |
| All | -20.7% | +14.6% | -35.3% | -16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling