-68.6%
XYZ vs AMCR
-9.8%
-58.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.0% |
| 7D | +2.9% | -1.8% | +4.7% | +4.2% |
| 30D | +1.4% | -6.0% | +7.4% | +5.5% |
| 3M | +14.6% | +18.9% | -4.4% | +1.8% |
| 6M | +20.8% | +5.7% | +15.1% | +15.4% |
| YTD | +23.1% | +11.1% | +12.0% | +11.0% |
| 1Y | +5.6% | +12.7% | -7.1% | -6.3% |
| 3Y | +50.9% | +9.6% | +41.3% | +23.1% |
| 5Y | -68.6% | -10.3% | -58.2% | -66.7% |
| All | -68.6% | -9.8% | -58.7% | -66.7% |
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