+306.7%
TPR vs AMCR
+16.8%
+289.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -1.5% |
| 7D | -7.3% | -6.3% | -1.0% | -3.3% |
| 30D | -30.7% | -7.1% | -23.6% | -27.3% |
| 3M | -21.6% | +12.7% | -34.3% | -27.8% |
| 6M | -21.3% | +5.2% | -26.5% | -24.4% |
| YTD | -10.2% | +8.1% | -18.2% | -16.3% |
| 1Y | +9.5% | +11.7% | -2.2% | -0.6% |
| 3Y | +280.8% | +9.9% | +270.9% | +241.0% |
| 5Y | +218.7% | -8.7% | +227.4% | +223.8% |
| 10Y | +306.7% | +16.8% | +289.8% | +208.4% |
| All | +306.7% | +16.8% | +289.8% | +208.4% |
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