+6.6%
AMD vs DE
+16.4%
-9.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.3% | +9.8% | +10.6% |
| 7D | -11.0% | -0.6% | -10.5% | -10.7% |
| 30D | -30.5% | +2.3% | -32.7% | -30.8% |
| 3M | -8.2% | +9.5% | -17.7% | -12.1% |
| 6M | +6.6% | +14.1% | -7.5% | +0.8% |
| All | +6.6% | +16.4% | -9.8% | +0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling