+20.3%
UL vs AMCR
+6.5%
+13.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.0% |
| 7D | -3.4% | -6.3% | +2.9% | -1.9% |
| 30D | +0.5% | -7.8% | +8.3% | +2.5% |
| 3M | +7.2% | +7.5% | -0.3% | +5.6% |
| 6M | -3.1% | +2.7% | -5.7% | -3.9% |
| YTD | -2.7% | +6.0% | -8.7% | -4.2% |
| 1Y | -10.2% | +7.8% | -18.0% | -11.9% |
| 3Y | +20.3% | +5.8% | +14.5% | +18.4% |
| All | +20.3% | +6.5% | +13.8% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling