+1,136.0%
DPZ vs AMCR
+100.2%
+1,035.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% | -37.8% | -26.8% |
| 3Y | -8.7% | +6.9% | -15.6% | -10.8% |
| 5Y | -28.9% | -10.5% | -18.5% | -29.0% |
| 10Y | +153.6% | +20.9% | +132.8% | +134.4% |
| All | +1,136.0% | +100.2% | +1,035.8% | +981.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling