+547.7%
DLR vs AMC
-98.1%
+645.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | +0.2% |
| 7D | +1.6% | +2.3% | -0.7% | +1.5% |
| 30D | -3.4% | -0.7% | -2.6% | -3.4% |
| 3M | +0.5% | +35.2% | -34.7% | -0.4% |
| 6M | +4.6% | +124.6% | -120.0% | +2.3% |
| YTD | +23.4% | +69.9% | -46.5% | +21.4% |
| 1Y | +19.0% | -2.6% | +21.6% | +18.3% |
| 3Y | +56.5% | -79.8% | +136.3% | +57.8% |
| 5Y | +33.3% | -99.4% | +132.7% | +39.0% |
| 10Y | +165.1% | -98.9% | +264.0% | +168.6% |
| All | +547.7% | -98.1% | +645.8% | +538.4% |
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