+1,524.0%
V vs AMCR
+100.3%
+1,423.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.9% | -2.4% | +3.3% | +1.6% |
| 30D | +9.0% | +3.6% | +5.4% | +8.0% |
| 3M | +16.7% | -4.2% | +20.9% | +18.0% |
| 6M | +33.4% | +15.5% | +17.9% | +27.9% |
| YTD | +22.4% | +9.7% | +12.6% | +17.7% |
| 1Y | +27.7% | +8.3% | +19.4% | +23.2% |
| 3Y | +78.0% | +15.4% | +62.6% | +65.9% |
| 5Y | +108.5% | -9.1% | +117.6% | +108.0% |
| 10Y | +459.0% | +18.6% | +440.4% | +391.8% |
| All | +1,524.0% | +100.3% | +1,423.7% | +1,345.8% |
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 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