+18.6%
AMCR vs DOC
+21.2%
-2.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -2.4% | -0.9% | -1.5% | -2.1% |
| 30D | +3.6% | +7.7% | -4.1% | +0.8% |
| 3M | -4.2% | -2.0% | -2.2% | -3.6% |
| 6M | +15.5% | +5.9% | +9.7% | +13.0% |
| YTD | +9.7% | +31.8% | -22.1% | -1.4% |
| 1Y | +8.3% | +22.5% | -14.2% | -0.2% |
| 3Y | +15.4% | +54.7% | -39.4% | -3.3% |
| 5Y | -9.1% | -21.3% | +12.2% | -4.8% |
| All | +18.6% | +21.2% | -2.6% | +13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling