+6,351.7%
AMD vs DG
+122.0%
+6,229.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.1% | +14.1% | +11.6% |
| 7D | -11.0% | +1.1% | -12.1% | -11.3% |
| 30D | -30.5% | +9.5% | -40.0% | -32.2% |
| 3M | -8.2% | +5.5% | -13.7% | -10.0% |
| 6M | +6.6% | +16.1% | -9.5% | +1.3% |
| YTD | +109.7% | +2.7% | +107.0% | +104.4% |
| 1Y | +88.9% | +42.1% | +46.8% | +68.2% |
| 3Y | +301.8% | +19.3% | +282.6% | +254.2% |
| 5Y | +229.4% | -35.3% | +264.7% | +268.6% |
| All | +6,351.7% | +122.0% | +6,229.7% | +5,761.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling