+255.1%
TPR vs AMCR
-5.4%
+260.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | +0.2% |
| 7D | +14.2% | -5.3% | +19.5% | +17.4% |
| 30D | +17.1% | +8.7% | +8.3% | +10.6% |
| 3M | -17.7% | -3.3% | -14.4% | -16.6% |
| 6M | -10.2% | +15.1% | -25.3% | -18.5% |
| YTD | +4.9% | +12.4% | -7.5% | -5.0% |
| 1Y | +36.1% | +15.8% | +20.3% | +20.7% |
| 3Y | +416.5% | +16.7% | +399.7% | +339.7% |
| All | +255.1% | -5.4% | +260.5% | +263.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling