-10.4%
DOW vs AMCR
+21.2%
-31.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.5% |
| 7D | -2.9% | -1.8% | -1.1% | -1.8% |
| 30D | +2.0% | -6.0% | +8.0% | +5.8% |
| 3M | -12.5% | +18.9% | -31.5% | -22.9% |
| 6M | -9.2% | +5.7% | -14.9% | -16.3% |
| YTD | +30.8% | +11.1% | +19.7% | +15.2% |
| 1Y | +29.4% | +14.4% | +15.0% | +11.6% |
| 3Y | -34.6% | +13.0% | -47.6% | -44.6% |
| 5Y | -35.9% | -7.5% | -28.4% | -38.0% |
| All | -10.4% | +21.2% | -31.6% | -32.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling