+155.2%
W vs AMCR
+14.6%
+140.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +2.3% |
| 7D | -0.9% | -6.3% | +5.4% | +4.0% |
| 30D | -4.2% | -7.8% | +3.6% | +1.5% |
| 3M | +26.9% | +7.5% | +19.4% | +20.8% |
| 6M | +31.2% | +2.7% | +28.5% | +29.4% |
| YTD | -1.8% | +6.0% | -7.9% | -7.8% |
| 1Y | +9.3% | +7.8% | +1.5% | +1.7% |
| 3Y | +33.2% | +5.8% | +27.4% | +27.7% |
| 5Y | -62.4% | -11.6% | -50.8% | -57.6% |
| All | +155.2% | +14.6% | +140.6% | +112.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling