+106.4%
AMCR vs DOC
+16.7%
+89.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.3% |
| 7D | -1.9% | -1.5% | -0.4% | -1.5% |
| 30D | -4.1% | -4.8% | +0.7% | -2.8% |
| 3M | +21.7% | +6.9% | +14.8% | +19.4% |
| 6M | +1.5% | +20.7% | -19.3% | -4.0% |
| YTD | +13.1% | +34.1% | -21.0% | +3.7% |
| 1Y | +16.5% | +22.6% | -6.1% | +9.3% |
| 3Y | +10.3% | +20.8% | -10.6% | +3.0% |
| 5Y | -7.7% | -24.9% | +17.2% | -4.0% |
| 10Y | +24.6% | -1.8% | +26.5% | +19.7% |
| All | +106.4% | +16.7% | +89.7% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded DOC 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling