+100.3%
AMCR vs DAR
+274.5%
-174.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -2.4% | +11.6% | -13.9% | -4.3% |
| 30D | +3.6% | -10.2% | +13.8% | +5.3% |
| 3M | -4.2% | -14.8% | +10.6% | -1.9% |
| 6M | +15.5% | -10.1% | +25.6% | +16.6% |
| YTD | +9.7% | +55.5% | -45.8% | -0.3% |
| 1Y | +8.3% | +61.7% | -53.4% | -2.4% |
| 3Y | +15.4% | +37.2% | -21.8% | +4.2% |
| 5Y | -9.1% | -26.9% | +17.8% | -9.6% |
| 10Y | +18.6% | +314.4% | -295.8% | -6.8% |
| All | +100.3% | +274.5% | -174.2% | +57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling