-71.9%
AMC vs DRI
+68.1%
-140.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.8% | -11.7% | -12.1% |
| 7D | 0.0% | +3.7% | -3.7% | -1.5% |
| 30D | +4.4% | +13.5% | -9.1% | -1.0% |
| 3M | +15.4% | +10.4% | +5.0% | +10.2% |
| 6M | +93.7% | +19.5% | +74.2% | +78.6% |
| YTD | +97.4% | +28.2% | +69.2% | +76.8% |
| 1Y | +23.2% | +31.0% | -7.8% | +9.0% |
| All | -71.9% | +68.1% | -140.0% | -81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling