+10.6%
TMO vs AMCR
-12.3%
+22.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.8% |
| 7D | -0.6% | -6.3% | +5.6% | +2.0% |
| 30D | +1.1% | -7.8% | +8.9% | +4.5% |
| 3M | +28.3% | +7.5% | +20.8% | +24.1% |
| 6M | +23.3% | +2.7% | +20.6% | +20.9% |
| YTD | +5.5% | +6.0% | -0.6% | +0.8% |
| 1Y | +24.5% | +7.8% | +16.8% | +17.9% |
| 3Y | +19.6% | +5.8% | +13.8% | +11.3% |
| All | +10.6% | -12.3% | +22.9% | +11.6% |
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 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