+7.8%
AMCR vs DRI
+54.1%
-46.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.2% |
| 7D | -6.3% | -4.8% | -1.5% | -4.9% |
| 30D | -7.1% | -3.9% | -3.2% | -6.1% |
| 3M | +12.7% | +5.1% | +7.6% | +10.8% |
| 6M | +5.2% | +5.5% | -0.4% | +3.1% |
| YTD | +8.1% | +16.5% | -8.4% | +2.9% |
| 1Y | +11.7% | +2.0% | +9.7% | +10.2% |
| All | +7.8% | +54.1% | -46.3% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling