+18.6%
AMCR vs DOC
-2.1%
+20.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.4% |
| 7D | -1.9% | -1.5% | -0.4% | -1.3% |
| 30D | -4.1% | -4.8% | +0.7% | -2.4% |
| 3M | +21.7% | +6.9% | +14.8% | +18.8% |
| 6M | +1.5% | +20.7% | -19.3% | -5.5% |
| YTD | +13.1% | +34.1% | -21.0% | +1.3% |
| 1Y | +13.0% | +22.6% | -9.7% | +4.1% |
| 3Y | +6.9% | +20.8% | -13.9% | -2.1% |
| 5Y | -10.5% | -24.9% | +14.4% | -5.0% |
| All | +18.6% | -2.1% | +20.7% | +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