-73.3%
U vs AMCR
-9.1%
-64.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | +2.6% | -2.4% | +4.9% | +4.0% |
| 30D | +27.6% | +3.6% | +24.0% | +23.1% |
| 3M | +15.3% | -4.2% | +19.5% | +16.5% |
| 6M | +96.4% | +15.5% | +80.9% | +73.6% |
| YTD | +19.6% | +9.7% | +9.8% | +3.3% |
| 1Y | +42.1% | +8.3% | +33.8% | +24.0% |
| 3Y | +87.5% | +15.4% | +72.2% | +40.9% |
| All | -73.3% | -9.1% | -64.2% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling