+196.6%
AMD vs DAR
-40.1%
+236.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.1% | -14.2% | -16.2% |
| 7D | -28.6% | -8.1% | -20.5% | -26.4% |
| 30D | -37.7% | -17.1% | -20.6% | -33.5% |
| 3M | -16.1% | -12.3% | -3.8% | -12.6% |
| 6M | +13.8% | -21.8% | +35.6% | +23.3% |
| YTD | +88.8% | +40.8% | +48.0% | +66.8% |
| 1Y | +57.8% | +57.4% | +0.4% | +33.8% |
| 3Y | +260.3% | +12.1% | +248.1% | +223.7% |
| 5Y | +196.6% | -40.2% | +236.8% | +235.5% |
| All | +196.6% | -40.1% | +236.8% | +235.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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