+96.6%
AMCR vs DG
+218.4%
-121.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -1.2% |
| 7D | -1.8% | -2.5% | +0.6% | -1.5% |
| 30D | -6.0% | +1.0% | -7.0% | -6.2% |
| 3M | +18.9% | +20.3% | -1.4% | +15.6% |
| 6M | +5.7% | -11.7% | +17.4% | +7.2% |
| YTD | +11.1% | -2.3% | +13.4% | +11.2% |
| 1Y | +12.7% | +20.0% | -7.3% | +9.3% |
| 3Y | +9.6% | +7.2% | +2.3% | +5.5% |
| 5Y | -10.3% | -37.9% | +27.6% | -6.4% |
| 10Y | +16.5% | +107.3% | -90.8% | +8.2% |
| All | +96.6% | +218.4% | -121.8% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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