-98.8%
AMC vs DRI
+331.7%
-430.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.9% |
| 7D | +3.5% | +1.1% | +2.4% | +2.9% |
| 30D | +12.5% | +9.7% | +2.8% | +6.9% |
| 3M | +23.6% | +3.2% | +20.4% | +20.9% |
| 6M | +144.4% | +20.6% | +123.8% | +118.0% |
| YTD | +108.3% | +28.3% | +80.1% | +78.8% |
| 1Y | +38.9% | +34.5% | +4.4% | +15.7% |
| 3Y | -58.9% | +66.5% | -125.4% | -70.7% |
| 5Y | -99.2% | +79.6% | -178.8% | -99.4% |
| All | -98.8% | +331.7% | -430.5% | -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