+7.2%
VNQ vs AMCR
-12.3%
+19.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.3% |
| 7D | -1.3% | -6.3% | +5.0% | +1.2% |
| 30D | -2.6% | -7.8% | +5.2% | +0.4% |
| 3M | -2.0% | +7.5% | -9.6% | -5.2% |
| 6M | +4.3% | +2.7% | +1.6% | +2.2% |
| YTD | +9.2% | +6.0% | +3.2% | +4.5% |
| 1Y | +5.6% | +7.8% | -2.2% | +0.1% |
| 3Y | +30.8% | +5.8% | +25.1% | +21.5% |
| All | +7.2% | -12.3% | +19.6% | +7.4% |
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