-30.1%
DPZ vs AMCR
-9.0%
-21.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.8% |
| 7D | -2.5% | -4.5% | +2.0% | -1.0% |
| 30D | +12.5% | +4.9% | +7.7% | +10.8% |
| 3M | -5.2% | -4.6% | -0.6% | -3.9% |
| 6M | +8.8% | +15.2% | -6.4% | +4.1% |
| YTD | -18.7% | +9.7% | -28.4% | -21.8% |
| 1Y | -15.7% | +10.5% | -26.2% | -19.1% |
| 3Y | -7.5% | +13.8% | -21.3% | -14.8% |
| 5Y | -30.1% | -9.1% | -21.0% | -29.8% |
| All | -30.1% | -9.0% | -21.1% | -29.8% |
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 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