+6,351.7%
AMD vs DRI
+367.2%
+5,984.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.0% | +12.1% | +11.4% |
| 7D | -11.0% | +2.8% | -13.9% | -11.9% |
| 30D | -30.5% | +13.3% | -43.7% | -33.5% |
| 3M | -8.2% | +8.2% | -16.4% | -11.3% |
| 6M | +6.6% | +17.5% | -11.0% | -0.7% |
| YTD | +109.7% | +26.9% | +82.8% | +88.6% |
| 1Y | +88.9% | +31.6% | +57.3% | +67.2% |
| 3Y | +301.8% | +67.0% | +234.9% | +223.5% |
| 5Y | +229.4% | +72.9% | +156.4% | +161.7% |
| All | +6,351.7% | +367.2% | +5,984.6% | +5,375.3% |
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