+132.8%
AMD vs DG
+39.7%
+93.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.2% | +7.3% |
| 7D | +13.1% | -3.0% | +16.1% | +12.5% |
| 30D | -7.0% | +8.6% | -15.6% | -5.4% |
| 3M | +16.6% | +15.0% | +1.5% | +19.0% |
| 6M | +20.5% | +32.7% | -12.2% | +21.9% |
| YTD | +158.2% | +5.5% | +152.7% | +162.7% |
| 1Y | +132.8% | +34.6% | +98.2% | +135.6% |
| All | +132.8% | +39.7% | +93.1% | +135.6% |
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