+96.6%
AMCR vs DD
+235.4%
-138.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -1.8% | -0.6% | -1.2% | -1.7% |
| 30D | -6.0% | -7.4% | +1.4% | -3.8% |
| 3M | +18.9% | -6.4% | +25.4% | +21.2% |
| 6M | +5.7% | -2.5% | +8.1% | +6.4% |
| YTD | +11.1% | +10.2% | +0.9% | +8.1% |
| 1Y | +12.7% | +36.9% | -24.2% | +2.7% |
| 3Y | +9.6% | +47.0% | -37.4% | -3.5% |
| 5Y | -10.3% | +63.1% | -73.5% | -23.9% |
| 10Y | +16.5% | +68.2% | -51.7% | -11.9% |
| All | +96.6% | +235.4% | -138.7% | +46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling