+169.9%
W vs AMCR
+14.2%
+155.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.2% | -1.4% |
| 7D | -1.7% | -4.5% | +2.8% | +2.4% |
| 30D | +3.2% | +4.9% | -1.6% | -0.9% |
| 3M | +8.3% | -4.6% | +12.9% | +12.7% |
| 6M | +84.3% | +15.2% | +69.1% | +64.7% |
| YTD | +11.0% | +9.7% | +1.3% | -2.0% |
| 1Y | -0.2% | +10.5% | -10.7% | -12.5% |
| All | +169.9% | +14.2% | +155.7% | +122.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling