+333.7%
DLR vs AMCR
+100.3%
+233.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +3.3% | -2.4% | +5.7% | +3.9% |
| 30D | +4.6% | +3.6% | +1.0% | +3.7% |
| 3M | -8.3% | -4.2% | -4.1% | -7.6% |
| 6M | -5.6% | +15.5% | -21.1% | -9.0% |
| YTD | +18.7% | +9.7% | +9.0% | +15.1% |
| 1Y | +17.1% | +8.3% | +8.8% | +13.8% |
| 3Y | +54.4% | +15.4% | +39.0% | +46.7% |
| 5Y | +36.5% | -9.1% | +45.6% | +36.1% |
| 10Y | +187.7% | +18.6% | +169.1% | +165.2% |
| All | +333.7% | +100.3% | +233.4% | +296.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling