+100.2%
AMCR vs DRI
+653.8%
-553.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -1.9% | +0.6% | -2.4% | -2.0% |
| 30D | -4.1% | +3.8% | -7.9% | -5.1% |
| 3M | +21.7% | +13.0% | +8.7% | +17.8% |
| 6M | +1.5% | +8.3% | -6.8% | -0.8% |
| YTD | +13.1% | +20.6% | -7.5% | +7.5% |
| 1Y | +13.0% | +6.5% | +6.5% | +10.5% |
| 3Y | +6.9% | +53.7% | -46.8% | -5.5% |
| 5Y | -10.5% | +72.7% | -83.1% | -23.9% |
| 10Y | +20.9% | +363.2% | -342.3% | -17.0% |
| All | +100.2% | +653.8% | -553.6% | +38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling