-98.7%
AMC vs DRI
+370.8%
-469.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.5% | +6.8% | +7.4% |
| 7D | +6.6% | +3.1% | +3.5% | +4.9% |
| 30D | +14.1% | +16.2% | -2.2% | +4.9% |
| 3M | +31.3% | +8.4% | +22.9% | +24.8% |
| 6M | +126.7% | +19.0% | +107.7% | +103.6% |
| YTD | +117.9% | +28.8% | +89.1% | +86.6% |
| 1Y | +41.1% | +33.1% | +7.9% | +18.2% |
| 3Y | -61.0% | +70.8% | -131.7% | -72.6% |
| 5Y | -99.1% | +74.2% | -173.4% | -99.4% |
| 10Y | -98.7% | +345.5% | -444.2% | -99.5% |
| All | -98.7% | +370.8% | -469.5% | -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