+301.8%
AMD vs DD
+78.0%
+223.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.1% | +9.9% | +10.4% |
| 7D | -11.0% | +4.6% | -15.7% | -13.1% |
| 30D | -30.5% | +11.8% | -42.3% | -34.6% |
| 3M | -8.2% | +2.2% | -10.4% | -9.1% |
| 6M | +6.6% | -1.6% | +8.2% | +8.0% |
| YTD | +109.7% | +23.0% | +86.7% | +87.5% |
| 1Y | +88.9% | +26.9% | +62.0% | +66.3% |
| 3Y | +301.8% | +77.9% | +223.9% | +184.8% |
| All | +301.8% | +78.0% | +223.9% | +184.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling