+95.5%
AMD vs DE
+49.6%
+45.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.8% |
| 7D | -15.5% | +5.6% | -21.1% | -16.3% |
| 30D | -22.6% | -0.8% | -21.8% | -22.5% |
| 3M | -5.7% | +9.8% | -15.6% | -7.7% |
| 6M | +43.1% | +17.5% | +25.6% | +39.2% |
| YTD | +128.2% | +46.5% | +81.8% | +136.0% |
| 1Y | +95.5% | +46.1% | +49.4% | +101.7% |
| All | +95.5% | +49.6% | +45.8% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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