+350.8%
DLR vs AMCR
+100.2%
+250.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +1.6% | -1.9% | +3.4% | +2.0% |
| 30D | -3.4% | -4.1% | +0.7% | -2.6% |
| 3M | +0.5% | +21.7% | -21.2% | -4.0% |
| 6M | +4.6% | +1.5% | +3.1% | +3.6% |
| YTD | +23.4% | +13.1% | +10.3% | +19.0% |
| 1Y | +19.0% | +13.0% | +6.0% | +14.7% |
| 3Y | +56.5% | +6.9% | +49.6% | +51.4% |
| 5Y | +33.3% | -10.5% | +43.8% | +33.5% |
| 10Y | +165.1% | +20.9% | +144.3% | +144.8% |
| All | +350.8% | +100.2% | +250.6% | +312.6% |
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 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