+8,164.6%
AMD vs DD
+99.0%
+8,065.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.8% | +8.1% | +7.8% |
| 7D | +13.1% | +3.2% | +9.9% | +11.7% |
| 30D | -7.0% | +20.3% | -27.2% | -16.1% |
| 3M | +16.6% | +8.2% | +8.4% | +11.9% |
| 6M | +20.5% | +3.4% | +17.1% | +18.9% |
| YTD | +158.2% | +30.6% | +127.5% | +121.1% |
| 1Y | +132.8% | +30.6% | +102.1% | +99.5% |
| 3Y | +366.2% | +91.1% | +275.1% | +210.5% |
| 5Y | +278.7% | +68.6% | +210.1% | +169.0% |
| 10Y | +8,164.6% | +99.9% | +8,064.7% | +5,262.4% |
| All | +8,164.6% | +99.0% | +8,065.6% | +5,262.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling