+115.4%
AMD vs D
+15.6%
+99.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.2% | -9.0% | -8.6% |
| 7D | +18.9% | -1.4% | +20.3% | +18.1% |
| 30D | -6.4% | +7.7% | -14.2% | -2.1% |
| 3M | +10.6% | -0.3% | +10.9% | +12.4% |
| 6M | +19.9% | +10.1% | +9.8% | +25.3% |
| YTD | +149.4% | +19.1% | +130.3% | +168.5% |
| 1Y | +115.4% | +15.9% | +99.5% | +128.0% |
| All | +115.4% | +15.6% | +99.7% | +128.0% |
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