+11,477.5%
AMD vs DD
+961.9%
+10,515.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.4% | +4.3% | +4.5% |
| 7D | +2.6% | -3.5% | +6.1% | +4.5% |
| 30D | -0.9% | -10.3% | +9.4% | +5.0% |
| 3M | -8.7% | -7.5% | -1.2% | -4.7% |
| 6M | +136.3% | -8.0% | +144.3% | +147.9% |
| YTD | +123.0% | +10.5% | +112.5% | +110.6% |
| 1Y | +195.2% | +38.3% | +156.9% | +146.6% |
| 3Y | +336.3% | +42.5% | +293.9% | +249.1% |
| 5Y | +334.5% | +60.2% | +274.3% | +230.8% |
| 10Y | +6,259.1% | +68.9% | +6,190.3% | +4,273.6% |
| All | +11,477.5% | +961.9% | +10,515.6% | +2,824.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling