+554.8%
XYZ vs AMCR
+54.6%
+500.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | +12.6% | -3.8% | +16.4% | +14.9% |
| 30D | +10.8% | +8.3% | +2.5% | +6.9% |
| 3M | +8.4% | -2.7% | +11.1% | +9.8% |
| 6M | +14.3% | +16.7% | -2.4% | +6.0% |
| YTD | +31.5% | +13.2% | +18.3% | +22.0% |
| 1Y | +28.1% | +13.7% | +14.4% | +18.5% |
| 3Y | +66.2% | +17.4% | +48.7% | +46.8% |
| 5Y | -62.3% | -5.9% | -56.4% | -61.7% |
| 10Y | +634.6% | +22.4% | +612.2% | +500.9% |
| All | +554.8% | +54.6% | +500.1% | +512.0% |
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