+95.5%
AMD vs D
+23.9%
+71.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | +3.5% |
| 7D | -15.5% | +8.5% | -24.0% | -11.3% |
| 30D | -22.6% | +14.3% | -36.9% | -16.6% |
| 3M | -5.7% | +1.8% | -7.5% | -3.1% |
| 6M | +43.1% | +13.0% | +30.1% | +52.5% |
| YTD | +128.2% | +22.7% | +105.5% | +153.0% |
| 1Y | +95.5% | +22.6% | +72.9% | +116.4% |
| All | +95.5% | +23.9% | +71.6% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling