+175.2%
TPR vs AMCR
+100.2%
+74.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -2.3% | -1.9% | -0.4% | -1.4% |
| 30D | -23.0% | -4.1% | -18.9% | -21.4% |
| 3M | -12.5% | +21.7% | -34.1% | -21.0% |
| 6M | -21.4% | +1.5% | -22.9% | -22.4% |
| YTD | -3.5% | +13.1% | -16.6% | -10.5% |
| 1Y | +17.4% | +13.0% | +4.4% | +8.6% |
| 3Y | +291.3% | +6.9% | +284.3% | +268.6% |
| 5Y | +241.9% | -10.5% | +252.4% | +252.5% |
| 10Y | +322.7% | +20.9% | +301.8% | +255.8% |
| All | +175.2% | +100.2% | +74.9% | +109.7% |
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