+264.6%
AMD vs DRI
+78.6%
+185.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.4% | -9.1% | -8.9% |
| 7D | +18.9% | +1.1% | +17.9% | +18.4% |
| 30D | -6.4% | +9.7% | -16.1% | -11.0% |
| 3M | +10.6% | +3.2% | +7.4% | +7.9% |
| 6M | +19.9% | +20.6% | -0.7% | +5.5% |
| YTD | +149.4% | +28.3% | +121.1% | +106.5% |
| 1Y | +115.4% | +34.5% | +80.8% | +71.5% |
| 3Y | +357.3% | +66.5% | +290.8% | +195.1% |
| All | +264.6% | +78.6% | +185.9% | +107.3% |
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