+14.6%
AMCR vs DTE
+137.8%
-123.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -0.9% |
| 7D | -6.3% | -2.6% | -3.7% | -5.0% |
| 30D | -7.8% | -4.4% | -3.4% | -5.6% |
| 3M | +7.5% | -8.3% | +15.9% | +12.5% |
| 6M | +2.7% | -8.1% | +10.8% | +7.0% |
| YTD | +6.0% | +4.4% | +1.6% | +3.0% |
| 1Y | +7.8% | +0.2% | +7.6% | +6.8% |
| 3Y | +5.8% | +42.6% | -36.8% | -14.5% |
| 5Y | -11.6% | +31.5% | -43.1% | -26.0% |
| All | +14.6% | +137.8% | -123.2% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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