-56.8%
W vs AMCR
-9.0%
-47.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.2% | -1.2% |
| 7D | -1.7% | -4.5% | +2.8% | +3.1% |
| 30D | +3.2% | +4.9% | -1.6% | -1.8% |
| 3M | +8.3% | -4.6% | +12.9% | +13.3% |
| 6M | +84.3% | +15.2% | +69.1% | +60.2% |
| YTD | +11.0% | +9.7% | +1.3% | -4.3% |
| 1Y | -0.2% | +10.5% | -10.7% | -14.6% |
| 3Y | +157.9% | +13.8% | +144.1% | +107.2% |
| 5Y | -56.8% | -9.1% | -47.7% | -49.8% |
| All | -56.8% | -9.0% | -47.8% | -49.8% |
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