+195.2%
AMD vs DD
+41.5%
+153.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.4% | +4.3% | +4.5% |
| 7D | +2.6% | -3.5% | +6.1% | +4.8% |
| 30D | -0.9% | -10.3% | +9.4% | +5.7% |
| 3M | -8.7% | -7.5% | -1.2% | -4.2% |
| 6M | +136.3% | -8.0% | +144.3% | +148.5% |
| YTD | +123.0% | +10.5% | +112.5% | +119.4% |
| 1Y | +195.2% | +38.3% | +156.9% | +175.8% |
| All | +195.2% | +41.5% | +153.7% | +175.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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