+322.9%
TSCO vs AMCR
+96.6%
+226.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -3.1% | -5.0% | +1.8% | -1.8% |
| 30D | -4.4% | -8.0% | +3.6% | -2.3% |
| 3M | +9.7% | +14.3% | -4.6% | +5.9% |
| 6M | -32.4% | +5.3% | -37.7% | -33.6% |
| YTD | -31.7% | +7.7% | -39.4% | -33.3% |
| 1Y | -41.3% | +10.8% | -52.1% | -43.1% |
| 3Y | -18.3% | +9.6% | -27.9% | -21.2% |
| 5Y | -10.3% | -10.2% | -0.1% | -9.5% |
| 10Y | +188.5% | +16.5% | +172.0% | +166.2% |
| All | +322.9% | +96.6% | +226.3% | +281.3% |
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