-99.3%
AMC vs DRI
+74.0%
-173.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +3.0% | +2.7% |
| 7D | +2.6% | +2.8% | -0.2% | +0.8% |
| 30D | +9.0% | +13.3% | -4.2% | +0.1% |
| 3M | +22.2% | +8.2% | +14.0% | +14.8% |
| 6M | +91.5% | +17.5% | +73.9% | +68.8% |
| YTD | +101.3% | +26.9% | +74.4% | +66.8% |
| 1Y | +20.8% | +31.6% | -10.8% | -3.1% |
| 3Y | -71.3% | +67.0% | -138.3% | -82.7% |
| All | -99.3% | +74.0% | -173.3% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling