-34.5%
TLT vs AMCR
-9.1%
-25.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.1% | -2.4% | -0.7% | -2.9% |
| 30D | +1.0% | +3.6% | -2.6% | +0.7% |
| 3M | -2.7% | -4.2% | +1.5% | -2.4% |
| 6M | -4.1% | +15.5% | -19.7% | -5.6% |
| YTD | -5.4% | +9.7% | -15.1% | -6.7% |
| 1Y | -7.0% | +8.3% | -15.3% | -8.2% |
| 3Y | +2.8% | +15.4% | -12.5% | +0.7% |
| All | -34.5% | -9.1% | -25.4% | -35.7% |
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 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