+533.2%
XYZ vs AMCR
+54.5%
+478.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.0% | -1.9% | +0.9% | -0.1% |
| 30D | -1.7% | -4.1% | +2.4% | +0.2% |
| 3M | +16.7% | +21.7% | -4.9% | +6.3% |
| 6M | +26.9% | +1.5% | +25.4% | +25.0% |
| YTD | +27.1% | +13.1% | +14.0% | +18.0% |
| 1Y | +9.3% | +16.5% | -7.3% | -0.4% |
| 3Y | +42.3% | +10.3% | +32.0% | +29.8% |
| 5Y | -69.3% | -7.7% | -61.6% | -68.7% |
| 10Y | +586.8% | +24.6% | +562.2% | +464.7% |
| All | +533.2% | +54.5% | +478.7% | +491.9% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling