+264.6%
AMD vs DD
+67.2%
+197.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.6% | -8.2% | -8.3% |
| 7D | +18.9% | +5.0% | +14.0% | +15.2% |
| 30D | -6.4% | +19.7% | -26.1% | -17.2% |
| 3M | +10.6% | +7.2% | +3.4% | +5.8% |
| 6M | +19.9% | +1.0% | +18.8% | +19.6% |
| YTD | +149.4% | +29.1% | +120.3% | +107.5% |
| 1Y | +115.4% | +28.5% | +86.9% | +79.9% |
| 3Y | +357.3% | +89.4% | +267.8% | +168.8% |
| All | +264.6% | +67.2% | +197.3% | +134.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling