+503.0%
DLR vs AMC
-97.7%
+600.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.3% |
| 7D | -3.6% | +2.6% | -6.2% | -3.7% |
| 30D | -3.5% | +9.0% | -12.5% | -3.7% |
| 3M | -8.9% | +22.2% | -31.1% | -9.4% |
| 6M | -11.6% | +91.5% | -103.0% | -13.1% |
| YTD | +14.9% | +101.3% | -86.4% | +12.6% |
| 1Y | +6.4% | +20.8% | -14.3% | +5.3% |
| 3Y | +47.3% | -71.3% | +118.6% | +47.8% |
| 5Y | +32.8% | -99.2% | +132.1% | +37.9% |
| 10Y | +169.6% | -98.7% | +268.3% | +172.6% |
| All | +503.0% | -97.7% | +600.7% | +492.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling