+121.8%
AMCR vs DOC
+15.2%
+106.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.1% | +0.2% | +2.4% |
| 7D | +6.2% | +8.7% | -2.5% | +3.7% |
| 30D | +16.0% | +7.6% | +8.4% | +13.6% |
| 3M | +4.4% | -5.3% | +9.6% | +5.9% |
| 6M | +35.5% | +27.6% | +7.9% | +26.3% |
| YTD | +21.5% | +32.4% | -10.9% | +11.8% |
| 1Y | +30.7% | +22.9% | +7.9% | +22.7% |
| 3Y | +25.5% | +43.1% | -17.6% | +12.3% |
| 5Y | +2.5% | -21.4% | +23.8% | +5.5% |
| 10Y | +31.4% | +16.8% | +14.5% | +26.8% |
| All | +121.8% | +15.2% | +106.6% | +110.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling