+163.6%
W vs AMCR
+43.8%
+119.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.7% |
| 7D | -4.2% | -1.9% | -2.3% | -2.9% |
| 30D | -7.6% | -4.1% | -3.5% | -5.0% |
| 3M | +37.2% | +21.7% | +15.5% | +21.2% |
| 6M | +26.3% | +1.5% | +24.8% | +25.6% |
| YTD | -1.0% | +13.1% | -14.1% | -10.2% |
| 1Y | +20.1% | +13.0% | +7.1% | +9.3% |
| 3Y | +37.8% | +6.9% | +30.9% | +32.1% |
| 5Y | -63.7% | -10.5% | -53.2% | -59.9% |
| 10Y | +156.3% | +20.9% | +135.5% | +121.2% |
| All | +163.6% | +43.8% | +119.8% | +128.1% |
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