+1.3%
U vs AMCR
+9.4%
-8.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.6% | +6.1% | +4.4% |
| 7D | +5.5% | -6.3% | +11.8% | +5.2% |
| 30D | -1.3% | -7.8% | +6.5% | -1.6% |
| 3M | +64.6% | +7.5% | +57.0% | +66.3% |
| 6M | +119.4% | +2.7% | +116.7% | +118.3% |
| YTD | -0.5% | +6.0% | -6.5% | -4.0% |
| 1Y | +1.3% | +7.8% | -6.5% | -5.0% |
| All | +1.3% | +9.4% | -8.1% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling