+533.2%
XYZ vs AMCR
+49.8%
+483.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% | -3.7% | +1.1% |
| 3Y | +42.3% | +6.9% | +35.3% | +31.8% |
| 5Y | -69.3% | -10.5% | -58.9% | -68.2% |
| 10Y | +586.8% | +20.9% | +565.9% | +473.2% |
| All | +533.2% | +49.8% | +483.4% | +500.8% |
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