+111.2%
AMD vs DG
+41.0%
+70.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +2.7% | +12.1% | +15.2% |
| 7D | +6.5% | +5.2% | +1.3% | +7.5% |
| 30D | -15.3% | +7.9% | -23.2% | -13.9% |
| 3M | +9.7% | +12.7% | -3.0% | +11.9% |
| 6M | +13.2% | +22.4% | -9.2% | +14.6% |
| YTD | +140.6% | +5.4% | +135.2% | +144.8% |
| 1Y | +111.2% | +39.4% | +71.8% | +114.8% |
| All | +111.2% | +41.0% | +70.2% | +114.8% |
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