+1,298.7%
V vs AMCR
+97.2%
+1,201.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.4% |
| 7D | -2.9% | -6.3% | +3.4% | -1.2% |
| 30D | +1.9% | -7.1% | +9.0% | +3.8% |
| 3M | +13.2% | +12.7% | +0.6% | +9.4% |
| 6M | +16.7% | +5.2% | +11.6% | +14.3% |
| YTD | +5.4% | +8.1% | -2.7% | +1.8% |
| 1Y | +7.7% | +11.7% | -4.1% | +2.9% |
| 3Y | +52.0% | +9.9% | +42.1% | +43.5% |
| 5Y | +67.7% | -8.7% | +76.4% | +67.1% |
| 10Y | +384.8% | +16.8% | +367.9% | +328.4% |
| All | +1,298.7% | +97.2% | +1,201.5% | +1,151.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling