+443.7%
TNA vs AMCR
+96.6%
+347.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.7% |
| 7D | -7.6% | -5.0% | -2.6% | -2.8% |
| 30D | -13.6% | -8.0% | -5.7% | -6.5% |
| 3M | +2.8% | +14.3% | -11.4% | -10.6% |
| 6M | +34.5% | +5.3% | +29.2% | +27.0% |
| YTD | +41.0% | +7.7% | +33.3% | +27.6% |
| 1Y | +52.0% | +10.8% | +41.2% | +32.9% |
| 3Y | +103.5% | +9.6% | +93.9% | +86.3% |
| 5Y | -22.5% | -10.2% | -12.3% | -6.1% |
| 10Y | +81.9% | +16.5% | +65.4% | +79.9% |
| All | +443.7% | +96.6% | +347.1% | +413.0% |
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