+198.8%
TPR vs AMCR
+100.3%
+98.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.1% |
| 7D | -1.1% | -4.5% | +3.3% | +1.2% |
| 30D | +15.1% | +4.9% | +10.2% | +11.9% |
| 3M | -13.4% | -4.6% | -8.8% | -11.7% |
| 6M | +1.4% | +15.2% | -13.8% | -6.4% |
| YTD | +4.8% | +9.7% | -5.0% | -1.7% |
| 1Y | +29.2% | +10.5% | +18.7% | +20.6% |
| 3Y | +403.7% | +13.8% | +389.9% | +357.9% |
| 5Y | +230.8% | -9.1% | +239.9% | +237.4% |
| 10Y | +369.2% | +18.6% | +350.6% | +293.3% |
| All | +198.8% | +100.3% | +98.5% | +126.6% |
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