+25.8%
TMO vs AMCR
+13.1%
+12.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -1.4% | -1.9% | +0.5% | -0.9% |
| 30D | +6.2% | -4.1% | +10.3% | +7.3% |
| 3M | +27.5% | +21.7% | +5.8% | +21.7% |
| 6M | +20.0% | +1.5% | +18.5% | +17.0% |
| YTD | +6.1% | +13.1% | -7.0% | +1.3% |
| 1Y | +25.8% | +13.0% | +12.9% | +23.7% |
| All | +25.8% | +13.1% | +12.7% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling