+131.0%
VWO vs AMCR
+93.5%
+37.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.0% |
| 7D | -1.8% | -6.3% | +4.5% | -0.4% |
| 30D | -0.1% | -7.8% | +7.7% | +1.6% |
| 3M | +2.2% | +7.5% | -5.3% | +0.3% |
| 6M | +8.8% | +2.7% | +6.1% | +7.5% |
| YTD | +12.4% | +6.0% | +6.4% | +10.1% |
| 1Y | +15.6% | +7.8% | +7.8% | +12.7% |
| 3Y | +62.5% | +5.8% | +56.7% | +57.6% |
| 5Y | +34.3% | -11.6% | +45.9% | +34.5% |
| 10Y | +114.8% | +14.6% | +100.2% | +96.4% |
| All | +131.0% | +93.5% | +37.5% | +113.0% |
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