-37.5%
U vs AMCR
+4.6%
-42.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.6% |
| 7D | +4.5% | -1.8% | +6.3% | +5.4% |
| 30D | -0.6% | -6.0% | +5.4% | +2.7% |
| 3M | +48.4% | +18.9% | +29.5% | +33.8% |
| 6M | +115.4% | +5.7% | +109.7% | +105.2% |
| YTD | -3.2% | +11.1% | -14.3% | -13.5% |
| 1Y | -6.0% | +14.4% | -20.5% | -18.4% |
| 3Y | +13.5% | +13.0% | +0.5% | -4.3% |
| 5Y | -68.0% | -7.5% | -60.5% | -67.2% |
| All | -37.5% | +4.6% | -42.1% | -35.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling