+1,145.7%
DPZ vs AMCR
+109.6%
+1,036.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +1.3% |
| 7D | +9.5% | -2.7% | +12.2% | +10.0% |
| 30D | +12.8% | +9.7% | +3.1% | +10.9% |
| 3M | -6.2% | -2.6% | -3.6% | -5.8% |
| 6M | +4.3% | +25.6% | -21.3% | +0.1% |
| YTD | -16.6% | +14.9% | -31.5% | -19.0% |
| 1Y | -12.8% | +20.5% | -33.3% | -16.0% |
| 3Y | -0.8% | +18.6% | -19.4% | -4.8% |
| 5Y | -25.8% | -3.0% | -22.8% | -26.7% |
| 10Y | +130.9% | +24.2% | +106.7% | +111.6% |
| All | +1,145.7% | +109.6% | +1,036.1% | +980.7% |
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 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