+337.5%
AMD vs DE
+92.1%
+245.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.7% |
| 7D | +2.6% | +10.0% | -7.5% | -1.8% |
| 30D | -0.9% | +13.3% | -14.3% | -6.7% |
| 3M | -8.7% | +17.5% | -26.2% | -15.4% |
| 6M | +136.3% | +13.6% | +122.8% | +121.3% |
| YTD | +123.0% | +49.8% | +73.2% | +81.2% |
| 1Y | +195.2% | +47.9% | +147.3% | +139.7% |
| 3Y | +336.3% | +72.5% | +263.8% | +225.1% |
| All | +337.5% | +92.1% | +245.4% | +183.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling