+88.9%
AMD vs DD
+26.6%
+62.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.1% | +9.9% | +10.2% |
| 7D | -11.0% | +4.6% | -15.7% | -13.3% |
| 30D | -30.5% | +11.8% | -42.3% | -35.3% |
| 3M | -8.2% | +2.2% | -10.4% | -9.0% |
| 6M | +6.6% | -1.6% | +8.2% | +7.8% |
| YTD | +109.7% | +23.0% | +86.7% | +86.1% |
| 1Y | +88.9% | +26.9% | +62.0% | +62.9% |
| All | +88.9% | +26.6% | +62.3% | +62.9% |
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