+215.4%
AMD vs DG
+22.9%
+192.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.2% | +4.8% |
| 7D | +2.6% | +8.4% | -5.8% | +3.0% |
| 30D | -0.9% | +4.9% | -5.9% | -0.6% |
| 3M | -8.7% | +29.3% | -38.1% | -9.1% |
| 6M | +136.3% | -11.3% | +147.6% | +137.6% |
| YTD | +123.0% | +1.8% | +121.2% | +124.4% |
| All | +215.4% | +22.9% | +192.5% | +207.2% |
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 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