+11,477.5%
AMD vs D
+2,347.4%
+9,130.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.4% | +6.1% | +5.2% |
| 7D | +2.6% | +0.4% | +2.1% | +2.4% |
| 30D | -0.9% | -3.6% | +2.6% | +0.2% |
| 3M | -8.7% | -1.0% | -7.7% | -8.7% |
| 6M | +136.3% | +6.3% | +130.1% | +129.6% |
| YTD | +123.0% | +14.7% | +108.3% | +110.6% |
| 1Y | +195.2% | +16.9% | +178.2% | +175.7% |
| 3Y | +336.3% | +56.8% | +279.5% | +255.1% |
| 5Y | +334.5% | +5.2% | +329.3% | +305.1% |
| 10Y | +6,259.1% | +35.9% | +6,223.3% | +4,976.8% |
| All | +11,477.5% | +2,347.4% | +9,130.1% | +2,894.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling