-11.6%
AMCR vs DOV
+14.8%
-26.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.0% |
| 7D | -6.3% | -2.0% | -4.3% | -5.3% |
| 30D | -7.8% | -8.9% | +1.1% | -3.5% |
| 3M | +7.5% | -13.3% | +20.8% | +15.0% |
| 6M | +2.7% | -9.7% | +12.4% | +7.7% |
| YTD | +6.0% | -2.5% | +8.5% | +7.2% |
| 1Y | +7.8% | +7.2% | +0.6% | +3.8% |
| 3Y | +5.8% | +39.4% | -33.6% | -13.7% |
| All | -11.6% | +14.8% | -26.5% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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