+189.5%
DLR vs AMC
-98.7%
+288.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -2.0% | -2.8% | +0.8% | -2.0% |
| 30D | +0.5% | +14.0% | -13.5% | +0.3% |
| 3M | -4.4% | +42.5% | -46.9% | -5.2% |
| 6M | -6.4% | +142.6% | -149.0% | -8.5% |
| YTD | +19.5% | +119.2% | -99.8% | +17.0% |
| 1Y | +10.5% | +40.7% | -30.2% | +9.1% |
| 3Y | +54.0% | -57.3% | +111.3% | +53.4% |
| 5Y | +39.7% | -99.1% | +138.8% | +44.3% |
| 10Y | +189.5% | -98.7% | +288.2% | +174.3% |
| All | +189.5% | -98.7% | +288.2% | +174.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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