-61.0%
AMC vs DRI
+70.6%
-131.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.5% | +6.8% | +7.6% |
| 7D | +6.6% | +3.1% | +3.5% | +5.3% |
| 30D | +14.1% | +16.2% | -2.2% | +7.2% |
| 3M | +31.3% | +8.4% | +22.9% | +26.6% |
| 6M | +126.7% | +19.0% | +107.7% | +109.5% |
| YTD | +117.9% | +28.8% | +89.1% | +94.9% |
| 1Y | +41.1% | +33.1% | +7.9% | +24.1% |
| 3Y | -61.0% | +70.8% | -131.7% | -72.5% |
| All | -61.0% | +70.6% | -131.6% | -72.5% |
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 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