+19.3%
TPR vs AMCR
+32.3%
-13.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.3% | +0.3% | +1.9% |
| 7D | +12.6% | +6.2% | +6.4% | +9.4% |
| 30D | +7.1% | +16.0% | -8.9% | -0.3% |
| 3M | -19.4% | +4.4% | -23.7% | -21.1% |
| 6M | -9.7% | +35.5% | -45.2% | -21.8% |
| YTD | -1.0% | +21.5% | -22.5% | -12.1% |
| 1Y | +19.3% | +30.7% | -11.4% | +4.2% |
| All | +19.3% | +32.3% | -13.0% | +4.2% |
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 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