+196.6%
AMD vs DRI
+77.7%
+118.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.8% | -16.4% | -16.8% |
| 7D | -28.6% | +3.7% | -32.3% | -29.9% |
| 30D | -37.7% | +13.5% | -51.2% | -41.8% |
| 3M | -16.1% | +10.4% | -26.5% | -21.2% |
| 6M | +13.8% | +19.5% | -5.7% | +0.8% |
| YTD | +88.8% | +28.2% | +60.6% | +56.4% |
| 1Y | +57.8% | +31.0% | +26.8% | +28.1% |
| 3Y | +260.3% | +67.1% | +193.2% | +132.0% |
| 5Y | +196.6% | +74.7% | +121.9% | +71.3% |
| All | +196.6% | +77.7% | +118.9% | +71.3% |
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 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