+52.0%
V vs AMCR
+5.2%
+46.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | 0.0% |
| 7D | -2.9% | -6.3% | +3.4% | -2.0% |
| 30D | +1.9% | -7.1% | +9.0% | +2.9% |
| 3M | +13.2% | +12.7% | +0.6% | +11.4% |
| 6M | +16.7% | +5.2% | +11.6% | +15.9% |
| YTD | +5.4% | +8.1% | -2.7% | +3.6% |
| 1Y | +7.7% | +10.0% | -2.4% | +5.3% |
| All | +52.0% | +5.2% | +46.8% | +48.8% |
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