-10.2%
AMCR vs DD
+57.4%
-67.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -5.0% | -2.9% | -2.0% | -3.7% |
| 30D | -8.0% | -11.5% | +3.5% | -2.9% |
| 3M | +14.3% | -5.4% | +19.7% | +17.0% |
| 6M | +5.3% | -6.9% | +12.2% | +8.4% |
| YTD | +7.7% | +6.9% | +0.9% | +4.7% |
| 1Y | +10.8% | +35.6% | -24.8% | -3.1% |
| 3Y | +9.6% | +42.5% | -33.0% | -8.7% |
| 5Y | -10.2% | +58.5% | -68.7% | -30.1% |
| All | -10.2% | +57.4% | -67.6% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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