+196.7%
W vs AMCR
+43.9%
+152.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.2% | -2.4% | +2.5% | +1.8% |
| 30D | +6.8% | +3.6% | +3.2% | +4.5% |
| 3M | +10.7% | -4.2% | +14.9% | +13.9% |
| 6M | +86.3% | +15.5% | +70.8% | +71.0% |
| YTD | +11.5% | +9.7% | +1.7% | +3.3% |
| 1Y | +5.1% | +8.3% | -3.2% | -1.6% |
| 3Y | +171.0% | +15.4% | +155.6% | +148.1% |
| 5Y | -56.6% | -9.1% | -47.5% | -52.4% |
| 10Y | +213.4% | +18.6% | +194.8% | +171.5% |
| All | +196.7% | +43.9% | +152.8% | +157.1% |
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