+124.0%
DPZ vs AMCR
+21.5%
+102.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | 0.0% | -1.7% |
| 7D | +6.6% | -5.3% | +11.9% | +7.9% |
| 30D | +10.3% | +8.7% | +1.5% | +8.1% |
| 3M | -6.2% | -3.3% | -2.9% | -5.5% |
| 6M | +4.2% | +15.1% | -10.8% | +0.9% |
| YTD | -18.4% | +12.4% | -30.8% | -21.1% |
| 1Y | -14.9% | +15.8% | -30.7% | -18.3% |
| 3Y | -4.6% | +16.7% | -21.4% | -9.5% |
| 5Y | -27.4% | -5.1% | -22.3% | -28.2% |
| All | +124.0% | +21.5% | +102.4% | +93.6% |
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 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