+293.7%
TPR vs AMCR
+10.1%
+283.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -1.9% | -2.8% |
| 7D | -3.4% | -1.8% | -1.5% | -2.4% |
| 30D | -27.3% | -6.0% | -21.3% | -24.9% |
| 3M | -16.2% | +18.9% | -35.2% | -23.5% |
| 6M | -17.9% | +5.7% | -23.5% | -20.8% |
| YTD | -7.1% | +11.1% | -18.2% | -13.6% |
| 1Y | +13.6% | +12.7% | +0.9% | +4.5% |
| 3Y | +293.7% | +9.6% | +284.2% | +261.2% |
| All | +293.7% | +10.1% | +283.7% | +261.2% |
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 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