+7,765.4%
AMD vs DE
+762.0%
+7,003.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.8% | -8.0% | -8.4% |
| 7D | +18.9% | +0.3% | +18.7% | +18.9% |
| 30D | -6.4% | +3.6% | -10.0% | -7.9% |
| 3M | +10.6% | +10.2% | +0.3% | +4.6% |
| 6M | +19.9% | +16.6% | +3.3% | +10.1% |
| YTD | +149.4% | +45.8% | +103.6% | +100.3% |
| 1Y | +115.4% | +43.9% | +71.5% | +73.2% |
| 3Y | +357.3% | +89.6% | +267.7% | +212.1% |
| 5Y | +261.1% | +100.3% | +160.8% | +131.5% |
| All | +7,765.4% | +762.0% | +7,003.4% | +2,264.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling