-35.5%
DOW vs AMCR
-9.6%
-25.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -2.4% | -5.0% | +2.6% | -0.3% |
| 30D | -4.1% | -8.0% | +3.9% | -0.8% |
| 3M | -12.4% | +14.3% | -26.7% | -18.4% |
| 6M | -10.6% | +5.3% | -16.0% | -15.2% |
| YTD | +31.1% | +7.7% | +23.3% | +21.7% |
| 1Y | +30.5% | +10.8% | +19.7% | +19.1% |
| 3Y | -34.4% | +9.6% | -44.0% | -40.9% |
| 5Y | -35.5% | -10.2% | -25.3% | -32.9% |
| All | -35.5% | -9.6% | -25.9% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling