+176.5%
DLR vs AMCR
+14.6%
+161.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.2% |
| 7D | +0.1% | -6.3% | +6.4% | +1.9% |
| 30D | -4.3% | -7.8% | +3.5% | -2.2% |
| 3M | +3.8% | +7.5% | -3.7% | +1.3% |
| 6M | +5.8% | +2.7% | +3.1% | +4.2% |
| YTD | +23.5% | +6.0% | +17.5% | +19.9% |
| 1Y | +11.1% | +7.8% | +3.3% | +7.1% |
| 3Y | +57.9% | +5.8% | +52.1% | +51.0% |
| 5Y | +44.0% | -11.6% | +55.6% | +44.8% |
| All | +176.5% | +14.6% | +161.8% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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