+110.9%
DT vs AMCR
+18.3%
+92.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.3% |
| 7D | -4.9% | -1.8% | -3.0% | -4.2% |
| 30D | +2.7% | -6.0% | +8.7% | +5.3% |
| 3M | +20.0% | +18.9% | +1.0% | +10.5% |
| 6M | +28.0% | +5.7% | +22.4% | +23.0% |
| YTD | +16.0% | +11.1% | +4.9% | +7.2% |
| 1Y | +0.7% | +14.4% | -13.7% | -8.8% |
| 3Y | +6.2% | +13.0% | -6.8% | -7.2% |
| 5Y | -28.1% | -7.5% | -20.6% | -29.4% |
| All | +110.9% | +18.3% | +92.6% | +73.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling