+196.6%
AMD vs D
+14.9%
+181.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.2% | -17.1% | -17.3% |
| 7D | -28.6% | +6.9% | -35.5% | -28.3% |
| 30D | -37.7% | +12.3% | -50.1% | -37.3% |
| 3M | -16.1% | +3.0% | -19.1% | -15.7% |
| 6M | +13.8% | +12.8% | +1.0% | +14.3% |
| YTD | +88.8% | +22.6% | +66.3% | +89.2% |
| 1Y | +57.8% | +21.7% | +36.1% | +58.1% |
| 3Y | +260.3% | +83.9% | +176.3% | +246.4% |
| 5Y | +196.6% | +14.0% | +182.6% | +242.5% |
| All | +196.6% | +14.9% | +181.7% | +242.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling