+9,703.6%
AMD vs DD
+1,069.6%
+8,634.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.8% | -13.4% | -15.2% |
| 7D | -28.6% | +3.1% | -31.7% | -29.6% |
| 30D | -37.7% | +8.7% | -46.5% | -40.4% |
| 3M | -16.1% | -1.2% | -14.9% | -15.4% |
| 6M | +13.8% | -1.1% | +14.9% | +15.2% |
| YTD | +88.8% | +21.7% | +67.2% | +69.7% |
| 1Y | +57.8% | +24.0% | +33.7% | +40.5% |
| 3Y | +260.3% | +75.6% | +184.6% | +160.0% |
| 5Y | +196.6% | +58.2% | +138.5% | +128.0% |
| 10Y | +6,064.6% | +88.0% | +5,976.6% | +3,912.6% |
| All | +9,703.6% | +1,069.6% | +8,634.1% | +2,256.1% |
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