-35.1%
TLT vs AMCR
-9.6%
-25.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -1.6% | -5.0% | +3.4% | -1.1% |
| 30D | -1.3% | -8.0% | +6.6% | -0.6% |
| 3M | -3.7% | +14.3% | -18.0% | -5.0% |
| 6M | -6.4% | +5.3% | -11.7% | -7.0% |
| YTD | -4.5% | +7.7% | -12.2% | -5.6% |
| 1Y | -5.9% | +10.8% | -16.7% | -7.2% |
| 3Y | -2.8% | +9.6% | -12.4% | -4.4% |
| 5Y | -35.1% | -10.2% | -24.9% | -34.9% |
| All | -35.1% | -9.6% | -25.5% | -34.9% |
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