+356.2%
TPR vs AMCR
+18.6%
+337.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.3% | -2.4% | +2.1% | +1.3% |
| 30D | +15.1% | +3.6% | +11.5% | +11.9% |
| 3M | +3.5% | -4.2% | +7.7% | +5.7% |
| 6M | +0.4% | +15.5% | -15.1% | -9.7% |
| YTD | +4.6% | +9.7% | -5.1% | -4.1% |
| 1Y | +33.1% | +8.3% | +24.8% | +23.0% |
| 3Y | +396.0% | +15.4% | +380.6% | +327.4% |
| 5Y | +230.3% | -9.1% | +239.4% | +234.5% |
| All | +356.2% | +18.6% | +337.6% | +240.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling