+11,477.5%
AMD vs DE
+14,847.5%
-3,370.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.8% |
| 7D | +2.6% | +10.0% | -7.5% | -2.2% |
| 30D | -0.9% | +13.3% | -14.3% | -7.2% |
| 3M | -8.7% | +17.5% | -26.2% | -16.0% |
| 6M | +136.3% | +13.6% | +122.8% | +119.8% |
| YTD | +123.0% | +49.8% | +73.2% | +79.1% |
| 1Y | +195.2% | +47.9% | +147.3% | +137.1% |
| 3Y | +336.3% | +72.5% | +263.8% | +220.3% |
| 5Y | +334.5% | +90.2% | +244.2% | +195.8% |
| 10Y | +6,259.1% | +865.4% | +5,393.8% | +1,768.7% |
| All | +11,477.5% | +14,847.5% | -3,370.0% | +955.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling