+604.5%
XYZ vs AMCR
+16.8%
+587.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.9% | +0.6% |
| 7D | -3.7% | -6.3% | +2.6% | -0.4% |
| 30D | +0.5% | -7.1% | +7.7% | +4.5% |
| 3M | +16.3% | +12.7% | +3.6% | +9.0% |
| 6M | +21.1% | +5.2% | +16.0% | +17.1% |
| YTD | +22.0% | +8.1% | +13.9% | +14.6% |
| 1Y | +5.2% | +11.7% | -6.6% | -3.3% |
| 3Y | +49.6% | +9.9% | +39.7% | +34.0% |
| 5Y | -68.4% | -8.7% | -59.8% | -67.4% |
| 10Y | +604.5% | +16.8% | +587.7% | +462.3% |
| All | +604.5% | +16.8% | +587.7% | +462.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling