+604.9%
WMT vs AMCR
+97.2%
+507.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.1% |
| 7D | -0.2% | -6.3% | +6.0% | +0.6% |
| 30D | -5.8% | -7.1% | +1.3% | -5.0% |
| 3M | -10.8% | +12.7% | -23.4% | -12.3% |
| 6M | -14.3% | +5.2% | -19.5% | -15.2% |
| YTD | -4.4% | +8.1% | -12.5% | -5.8% |
| 1Y | +4.3% | +11.7% | -7.4% | +2.3% |
| 3Y | +100.1% | +9.9% | +90.2% | +95.4% |
| 5Y | +130.8% | -8.7% | +139.5% | +129.8% |
| 10Y | +433.7% | +16.8% | +416.9% | +404.2% |
| All | +604.9% | +97.2% | +507.7% | +559.8% |
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 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