Stock and ETF performance explorer

DASH vs AMCR

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1w.

Portfolio and benchmark returns by period
Period	Portfolio	AMCR	Excess	Alpha
1D	-5.3%	-1.8%	-3.5%	N/A
7D	-11.2%	-1.8%	-9.3%	N/A
All	-11.2%	-2.2%	-9.0%	N/A

Daily percentage return beside AMCR.

Portfolio return minus AMCR return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1w: compounded portfolio wealth divided by compounded AMCR wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.