-9.1%
AMCR vs DRI
+78.5%
-87.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.2% |
| 7D | -4.5% | -0.3% | -4.1% | -4.3% |
| 30D | +4.9% | +10.8% | -6.0% | +1.4% |
| 3M | -4.6% | +0.9% | -5.5% | -5.0% |
| 6M | +15.2% | +16.3% | -1.1% | +9.0% |
| YTD | +9.7% | +27.8% | -18.0% | +0.3% |
| 1Y | +10.5% | +33.9% | -23.4% | -0.6% |
| 3Y | +13.8% | +67.2% | -53.4% | -7.5% |
| 5Y | -9.1% | +79.0% | -88.1% | -29.1% |
| All | -9.1% | +78.5% | -87.6% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling