+157.1%
VNQ vs AMCR
+96.6%
+60.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.6% | -5.0% | +2.3% | -1.2% |
| 30D | -2.3% | -8.0% | +5.6% | 0.0% |
| 3M | -2.8% | +14.3% | -17.1% | -6.9% |
| 6M | +2.5% | +5.3% | -2.8% | +0.1% |
| YTD | +8.4% | +7.7% | +0.7% | +4.7% |
| 1Y | +6.8% | +10.8% | -4.1% | +2.0% |
| 3Y | +29.9% | +9.6% | +20.3% | +23.5% |
| 5Y | +7.2% | -10.2% | +17.4% | +7.7% |
| 10Y | +62.5% | +16.5% | +46.1% | +44.7% |
| All | +157.1% | +96.6% | +60.4% | +125.6% |
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