-12.1%
DOW vs AMCR
+15.7%
-27.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.1% |
| 7D | -1.4% | -6.3% | +4.9% | +2.5% |
| 30D | -3.9% | -7.8% | +3.9% | +0.9% |
| 3M | -12.7% | +7.5% | -20.2% | -17.8% |
| 6M | -13.7% | +2.7% | -16.4% | -19.2% |
| YTD | +28.4% | +6.0% | +22.4% | +16.4% |
| 1Y | +21.8% | +7.8% | +14.0% | +9.0% |
| 3Y | -35.7% | +5.8% | -41.5% | -43.2% |
| 5Y | -36.8% | -11.6% | -25.2% | -37.2% |
| All | -12.1% | +15.7% | -27.7% | -31.4% |
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