+334.4%
AMD vs DG
+23.3%
+311.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +2.7% | +12.1% | +14.8% |
| 7D | +6.5% | +5.2% | +1.3% | +6.8% |
| 30D | -15.3% | +7.9% | -23.2% | -14.9% |
| 3M | +9.7% | +12.7% | -3.0% | +10.2% |
| 6M | +13.2% | +22.4% | -9.2% | +13.3% |
| YTD | +140.6% | +5.4% | +135.2% | +141.4% |
| 1Y | +111.2% | +39.4% | +71.8% | +111.3% |
| 3Y | +334.4% | +24.1% | +310.3% | +387.4% |
| All | +334.4% | +23.3% | +311.1% | +387.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling