+199.2%
TPR vs AMCR
+105.2%
+94.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | 0.0% |
| 7D | +14.2% | -5.3% | +19.5% | +17.0% |
| 30D | +17.1% | +8.7% | +8.3% | +11.8% |
| 3M | -17.7% | -3.3% | -14.4% | -16.7% |
| 6M | -10.2% | +15.1% | -25.3% | -17.0% |
| YTD | +4.9% | +12.4% | -7.5% | -2.8% |
| 1Y | +36.1% | +15.8% | +20.3% | +24.1% |
| 3Y | +416.5% | +16.7% | +399.7% | +363.4% |
| 5Y | +254.8% | -5.1% | +259.8% | +254.2% |
| 10Y | +391.7% | +21.5% | +370.2% | +307.2% |
| All | +199.2% | +105.2% | +94.0% | +124.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling