+1,136.0%
DPZ vs AMCR
+106.4%
+1,029.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -2.5% | -1.9% | -0.7% | -2.2% |
| 30D | -7.0% | -4.1% | -2.9% | -6.3% |
| 3M | +11.6% | +21.7% | -10.1% | +7.9% |
| 6M | -15.2% | +1.5% | -16.7% | -15.7% |
| YTD | -17.2% | +13.1% | -30.4% | -19.4% |
| 1Y | -24.8% | +16.5% | -41.4% | -27.2% |
| 3Y | -8.7% | +10.3% | -18.9% | -11.3% |
| 5Y | -28.9% | -7.7% | -21.2% | -29.3% |
| 10Y | +153.6% | +24.6% | +129.0% | +133.2% |
| All | +1,136.0% | +106.4% | +1,029.6% | +975.8% |
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 2026-09-04: 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 2026-09-04 analysis · Full analysis span regression · 6 months rolling