-11.6%
AMCR vs DGX
+66.8%
-78.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.2% |
| 7D | -6.3% | -0.9% | -5.4% | -6.0% |
| 30D | -7.8% | -1.2% | -6.6% | -7.4% |
| 3M | +7.5% | +15.8% | -8.2% | +1.5% |
| 6M | +2.7% | +18.2% | -15.5% | -3.9% |
| YTD | +6.0% | +37.2% | -31.2% | -6.4% |
| 1Y | +7.8% | +30.4% | -22.6% | -3.3% |
| 3Y | +5.8% | +96.7% | -90.9% | -20.9% |
| All | -11.6% | +66.8% | -78.4% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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