+130.9%
DPZ vs AMCR
+22.4%
+108.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | +2.2% | -3.8% | +5.9% | +3.1% |
| 30D | +6.7% | +8.3% | -1.6% | +4.7% |
| 3M | -4.5% | -2.7% | -1.8% | -4.0% |
| 6M | +3.3% | +16.7% | -13.4% | -0.3% |
| YTD | -19.4% | +13.2% | -32.7% | -22.2% |
| 1Y | -17.3% | +13.7% | -31.0% | -20.2% |
| 3Y | -8.4% | +17.4% | -25.8% | -13.2% |
| 5Y | -28.2% | -5.9% | -22.3% | -29.0% |
| 10Y | +130.9% | +22.4% | +108.5% | +99.8% |
| All | +130.9% | +22.4% | +108.5% | +99.8% |
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 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