+6,093.0%
AMD vs DG
+635.1%
+5,457.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.6% | -14.7% | -16.7% |
| 7D | -28.6% | +6.1% | -34.7% | -29.6% |
| 30D | -37.7% | +11.9% | -49.7% | -39.5% |
| 3M | -16.1% | +9.3% | -25.4% | -18.4% |
| 6M | +13.8% | +19.1% | -5.3% | +7.6% |
| YTD | +88.8% | +5.9% | +82.9% | +82.8% |
| 1Y | +57.8% | +39.8% | +18.0% | +41.7% |
| 3Y | +260.3% | +23.4% | +236.9% | +216.9% |
| 5Y | +196.6% | -33.3% | +229.9% | +214.0% |
| 10Y | +6,064.6% | +131.0% | +5,933.6% | +4,608.2% |
| All | +6,093.0% | +635.1% | +5,457.9% | +3,162.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling