+104.7%
TNA vs AMCR
+6.5%
+98.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +2.7% |
| 7D | -7.3% | -6.3% | -1.0% | -0.9% |
| 30D | -14.2% | -7.8% | -6.4% | -6.9% |
| 3M | -4.6% | +7.5% | -12.1% | -12.9% |
| 6M | +36.9% | +2.7% | +34.2% | +31.6% |
| YTD | +42.5% | +6.0% | +36.5% | +27.7% |
| 1Y | +45.8% | +7.8% | +38.0% | +26.8% |
| 3Y | +104.7% | +5.8% | +98.9% | +72.8% |
| All | +104.7% | +6.5% | +98.2% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling