-26.7%
DT vs AMCR
-9.6%
-17.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -2.5% | -5.0% | +2.4% | -1.0% |
| 30D | +3.5% | -8.0% | +11.5% | +6.2% |
| 3M | +26.7% | +14.3% | +12.4% | +21.0% |
| 6M | +36.1% | +5.3% | +30.8% | +32.7% |
| YTD | +18.6% | +7.7% | +10.9% | +13.0% |
| 1Y | +7.9% | +10.8% | -3.0% | +1.1% |
| 3Y | +8.6% | +9.6% | -1.0% | -3.2% |
| 5Y | -26.7% | -10.2% | -16.5% | -25.2% |
| All | -26.7% | -9.6% | -17.1% | -25.2% |
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