-1.9%
TLT vs AMCR
+100.3%
-102.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.1% | -2.4% | -0.7% | -3.1% |
| 30D | +1.0% | +3.6% | -2.6% | +1.1% |
| 3M | -2.7% | -4.2% | +1.5% | -2.7% |
| 6M | -4.1% | +15.5% | -19.7% | -4.0% |
| YTD | -5.4% | +9.7% | -15.1% | -5.3% |
| 1Y | -7.0% | +8.3% | -15.3% | -7.0% |
| 3Y | +2.8% | +15.4% | -12.5% | +3.4% |
| 5Y | -35.4% | -9.1% | -26.2% | -35.5% |
| 10Y | -13.1% | +18.6% | -31.8% | -10.3% |
| All | -1.9% | +100.3% | -102.2% | +0.6% |
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