-61.6%
XYZ vs AMCR
-4.8%
-56.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.2% |
| 7D | +14.9% | -7.9% | +22.8% | +21.4% |
| 30D | +14.7% | +8.2% | +6.5% | +9.0% |
| 3M | +12.1% | -4.3% | +16.4% | +15.3% |
| 6M | +18.3% | +16.6% | +1.7% | +6.2% |
| YTD | +36.1% | +13.1% | +23.0% | +21.2% |
| 1Y | +35.3% | +14.4% | +20.9% | +19.2% |
| 3Y | +73.5% | +18.4% | +55.1% | +31.6% |
| 5Y | -61.6% | -5.8% | -55.8% | -60.6% |
| All | -61.6% | -4.8% | -56.8% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling