+331.1%
AMD vs DG
+9.1%
+322.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.2% | +4.7% |
| 7D | +2.6% | +8.4% | -5.8% | +2.7% |
| 30D | -0.9% | +4.9% | -5.9% | -0.8% |
| 3M | -8.7% | +29.3% | -38.1% | -8.7% |
| 6M | +136.3% | -11.3% | +147.6% | +136.4% |
| YTD | +123.0% | +1.8% | +121.2% | +123.1% |
| 1Y | +195.2% | +25.3% | +169.8% | +195.4% |
| All | +331.1% | +9.1% | +322.0% | +389.7% |
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