+95.5%
AMD vs DG
+45.3%
+50.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.5% | -7.5% | +2.4% |
| 7D | -15.5% | +12.3% | -27.8% | -13.8% |
| 30D | -22.6% | +19.3% | -41.9% | -20.7% |
| 3M | -5.7% | +11.9% | -17.6% | -3.9% |
| 6M | +43.1% | +25.0% | +18.1% | +44.5% |
| YTD | +128.2% | +8.7% | +119.5% | +132.4% |
| 1Y | +95.5% | +44.7% | +50.8% | +82.5% |
| All | +95.5% | +45.3% | +50.2% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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