+18.6%
AMCR vs DRI
+331.7%
-313.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -2.4% | +1.1% | -3.4% | -2.7% |
| 30D | +3.6% | +9.7% | -6.1% | +0.8% |
| 3M | -4.2% | +3.2% | -7.4% | -5.3% |
| 6M | +15.5% | +20.6% | -5.0% | +8.9% |
| YTD | +9.7% | +28.3% | -18.5% | +1.3% |
| 1Y | +8.3% | +34.5% | -26.2% | -1.6% |
| 3Y | +15.4% | +66.5% | -51.2% | -3.2% |
| 5Y | -9.1% | +79.6% | -88.8% | -26.3% |
| All | +18.6% | +331.7% | -313.1% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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