-9.1%
AMCR vs DAR
-29.6%
+20.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.7% |
| 7D | -4.5% | +9.2% | -13.6% | -6.0% |
| 30D | +4.9% | -12.3% | +17.1% | +7.1% |
| 3M | -4.6% | -12.7% | +8.1% | -2.7% |
| 6M | +15.2% | -12.8% | +27.9% | +17.0% |
| YTD | +9.7% | +53.8% | -44.0% | -1.7% |
| 1Y | +10.5% | +60.3% | -49.8% | -2.0% |
| 3Y | +13.8% | +31.7% | -17.9% | +1.9% |
| 5Y | -9.1% | -27.7% | +18.6% | -5.5% |
| All | -9.1% | -29.6% | +20.5% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling