+199.0%
AMD vs DRI
+74.0%
+125.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.0% | +12.1% | +11.5% |
| 7D | -11.0% | +2.8% | -13.9% | -12.4% |
| 30D | -30.5% | +13.3% | -43.7% | -35.0% |
| 3M | -8.2% | +8.2% | -16.4% | -12.9% |
| 6M | +6.6% | +17.5% | -11.0% | -5.0% |
| YTD | +109.7% | +26.9% | +82.8% | +74.3% |
| 1Y | +88.9% | +31.6% | +57.3% | +52.3% |
| 3Y | +301.8% | +67.0% | +234.9% | +157.1% |
| All | +199.0% | +74.0% | +125.0% | +73.5% |
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 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