+177.5%
DLR vs AMC
-98.6%
+276.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.3% | -4.9% | +3.2% |
| 7D | +2.4% | +6.6% | -4.2% | +2.2% |
| 30D | +0.7% | +14.1% | -13.3% | +0.5% |
| 3M | -6.4% | +31.3% | -37.7% | -7.0% |
| 6M | -6.5% | +126.7% | -133.2% | -8.4% |
| YTD | +18.8% | +117.9% | -99.2% | +16.3% |
| 1Y | +9.0% | +41.1% | -32.0% | +7.6% |
| 3Y | +54.5% | -61.0% | +115.5% | +54.1% |
| 5Y | +35.8% | -99.1% | +135.0% | +40.3% |
| 10Y | +177.5% | -98.7% | +276.2% | +163.8% |
| All | +177.5% | -98.6% | +276.1% | +163.8% |
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