-98.7%
AMC vs DRI
+343.2%
-441.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.2% | +2.0% |
| 7D | +5.5% | +4.2% | +1.3% | +3.2% |
| 30D | +16.1% | +15.7% | +0.4% | +7.0% |
| 3M | +43.0% | +5.8% | +37.2% | +38.0% |
| 6M | +130.7% | +18.4% | +112.2% | +107.7% |
| YTD | +121.8% | +28.2% | +93.6% | +90.4% |
| 1Y | +40.7% | +35.9% | +4.7% | +16.5% |
| 3Y | -56.8% | +67.7% | -124.6% | -69.4% |
| 5Y | -99.1% | +77.9% | -177.0% | -99.4% |
| 10Y | -98.7% | +338.7% | -437.4% | -99.5% |
| All | -98.7% | +343.2% | -441.9% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling