+32.3%
DLR vs AMC
-99.2%
+131.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.8% |
| 7D | +3.3% | +3.5% | -0.2% | +3.1% |
| 30D | +4.6% | +12.5% | -7.9% | +3.9% |
| 3M | -8.3% | +23.6% | -31.9% | -9.4% |
| 6M | -5.6% | +144.4% | -150.0% | -10.8% |
| YTD | +18.7% | +108.3% | -89.6% | +12.6% |
| 1Y | +17.1% | +38.9% | -21.8% | +13.2% |
| 3Y | +54.4% | -58.9% | +113.2% | +54.1% |
| All | +32.3% | -99.2% | +131.5% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling