+105.8%
V vs AMCR
-9.0%
+114.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.4% | +0.3% |
| 7D | -0.4% | -4.5% | +4.1% | +1.0% |
| 30D | +6.3% | +4.9% | +1.5% | +4.9% |
| 3M | +17.2% | -4.6% | +21.7% | +18.7% |
| 6M | +29.2% | +15.2% | +14.1% | +23.6% |
| YTD | +20.8% | +9.7% | +11.0% | +15.6% |
| 1Y | +25.0% | +10.5% | +14.5% | +19.3% |
| 3Y | +75.3% | +13.8% | +61.5% | +58.9% |
| 5Y | +105.8% | -9.1% | +115.0% | +110.4% |
| All | +105.8% | -9.0% | +114.8% | +110.4% |
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 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