+40.7%
AMC vs DRI
+31.8%
+8.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.2% | +2.0% |
| 7D | +5.5% | +4.2% | +1.3% | +3.7% |
| 30D | +16.1% | +15.7% | +0.4% | +9.1% |
| 3M | +43.0% | +5.8% | +37.2% | +39.6% |
| 6M | +130.7% | +18.4% | +112.2% | +112.5% |
| YTD | +121.8% | +28.2% | +93.6% | +96.6% |
| 1Y | +40.7% | +35.9% | +4.7% | +16.9% |
| All | +40.7% | +31.8% | +8.8% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling