-3.0%
AMCR vs DOC
-22.1%
+19.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.2% | -5.4% |
| 7D | -2.7% | +6.2% | -9.0% | -5.1% |
| 30D | +9.7% | +6.5% | +3.3% | +6.9% |
| 3M | -2.6% | -6.2% | +3.6% | -0.2% |
| 6M | +25.6% | +25.6% | 0.0% | +14.1% |
| YTD | +14.9% | +32.1% | -17.2% | +1.6% |
| 1Y | +20.5% | +20.3% | +0.2% | +10.7% |
| 3Y | +18.6% | +42.7% | -24.1% | -0.5% |
| 5Y | -3.0% | -22.2% | +19.2% | +4.8% |
| All | -3.0% | -22.1% | +19.1% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling