+1,142.0%
TMO vs AMCR
+93.5%
+1,048.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.5% |
| 7D | -0.6% | -6.3% | +5.6% | +0.9% |
| 30D | +1.1% | -7.8% | +8.9% | +3.1% |
| 3M | +28.3% | +7.5% | +20.8% | +26.0% |
| 6M | +23.3% | +2.7% | +20.6% | +22.0% |
| YTD | +5.5% | +6.0% | -0.6% | +3.1% |
| 1Y | +24.5% | +7.8% | +16.8% | +21.2% |
| 3Y | +19.6% | +5.8% | +13.8% | +16.5% |
| 5Y | +8.1% | -11.6% | +19.7% | +9.1% |
| 10Y | +336.7% | +14.6% | +322.1% | +309.6% |
| All | +1,142.0% | +93.5% | +1,048.4% | +1,064.2% |
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