+1,503.2%
V vs AMCR
+100.3%
+1,402.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | -0.4% | -4.5% | +4.1% | +0.9% |
| 30D | +6.3% | +4.9% | +1.5% | +5.0% |
| 3M | +17.2% | -4.6% | +21.7% | +18.5% |
| 6M | +29.2% | +15.2% | +14.1% | +24.0% |
| YTD | +20.8% | +9.7% | +11.0% | +16.2% |
| 1Y | +25.0% | +10.5% | +14.5% | +20.0% |
| 3Y | +75.3% | +13.8% | +61.5% | +64.1% |
| 5Y | +105.8% | -9.1% | +115.0% | +105.3% |
| 10Y | +451.9% | +18.6% | +433.2% | +385.5% |
| All | +1,503.2% | +100.3% | +1,402.9% | +1,327.3% |
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