+106.4%
AMCR vs DAR
+336.1%
-229.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -1.9% | +1.4% | -3.2% | -2.1% |
| 30D | -4.1% | +12.8% | -16.9% | -6.3% |
| 3M | +21.7% | +7.4% | +14.3% | +19.5% |
| 6M | +1.5% | +22.3% | -20.8% | -3.0% |
| YTD | +13.1% | +81.1% | -68.0% | +0.4% |
| 1Y | +16.5% | +106.5% | -90.0% | +0.5% |
| 3Y | +10.3% | +5.3% | +5.0% | +5.0% |
| 5Y | -7.7% | -11.5% | +3.9% | -11.0% |
| 10Y | +24.6% | +353.3% | -328.7% | -4.3% |
| All | +106.4% | +336.1% | -229.6% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded DAR 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling