+199.0%
AMD vs DG
-34.7%
+233.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.1% | +14.1% | +11.2% |
| 7D | -11.0% | +1.1% | -12.1% | -11.1% |
| 30D | -30.5% | +9.5% | -40.0% | -31.0% |
| 3M | -8.2% | +5.5% | -13.7% | -8.7% |
| 6M | +6.6% | +16.1% | -9.5% | +4.7% |
| YTD | +109.7% | +2.7% | +107.0% | +108.1% |
| 1Y | +88.9% | +42.1% | +46.8% | +80.8% |
| 3Y | +301.8% | +19.3% | +282.6% | +287.4% |
| All | +199.0% | -34.7% | +233.7% | +238.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling