+6,882.0%
AMD vs DG
+112.1%
+6,769.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.2% | +4.4% |
| 7D | +2.6% | +8.4% | -5.8% | +0.7% |
| 30D | -0.9% | +4.9% | -5.9% | -2.1% |
| 3M | -8.7% | +29.3% | -38.1% | -14.8% |
| 6M | +136.3% | -11.3% | +147.6% | +141.1% |
| YTD | +123.0% | +1.8% | +121.2% | +119.2% |
| 1Y | +195.2% | +25.3% | +169.8% | +172.6% |
| 3Y | +336.3% | +9.1% | +327.3% | +298.4% |
| 5Y | +334.5% | -34.9% | +369.3% | +386.1% |
| All | +6,882.0% | +112.1% | +6,769.9% | +5,725.5% |
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 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