+121.1%
DPZ vs AMCR
+22.3%
+98.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +3.7% | -7.9% | +11.6% | +5.6% |
| 30D | +8.0% | +8.2% | -0.2% | +6.0% |
| 3M | -4.2% | -4.3% | +0.1% | -3.3% |
| 6M | +4.6% | +16.6% | -12.0% | +0.9% |
| YTD | -18.4% | +13.1% | -31.5% | -21.2% |
| 1Y | -16.8% | +14.4% | -31.2% | -19.8% |
| 3Y | -5.0% | +18.4% | -23.4% | -10.2% |
| 5Y | -27.8% | -5.8% | -22.0% | -28.6% |
| 10Y | +121.1% | +22.3% | +98.8% | +90.7% |
| All | +121.1% | +22.3% | +98.8% | +90.7% |
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