+337.5%
AMD vs DRI
+72.9%
+264.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.2% | +5.0% |
| 7D | +2.6% | +0.6% | +2.0% | +2.2% |
| 30D | -0.9% | +3.8% | -4.8% | -3.3% |
| 3M | -8.7% | +13.0% | -21.7% | -16.1% |
| 6M | +136.3% | +8.3% | +128.0% | +122.0% |
| YTD | +123.0% | +20.6% | +102.4% | +92.7% |
| 1Y | +195.2% | +6.5% | +188.7% | +174.6% |
| 3Y | +336.3% | +53.7% | +282.6% | +202.4% |
| All | +337.5% | +72.9% | +264.6% | +163.5% |
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