+8,367.1%
AMD vs DG
+632.1%
+7,735.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.2% | +7.3% |
| 7D | +13.1% | -3.0% | +16.1% | +13.9% |
| 30D | -7.0% | +8.6% | -15.6% | -9.1% |
| 3M | +16.6% | +15.0% | +1.5% | +12.1% |
| 6M | +20.5% | +32.7% | -12.2% | +11.2% |
| YTD | +158.2% | +5.5% | +152.7% | +150.1% |
| 1Y | +132.8% | +34.6% | +98.2% | +111.0% |
| 3Y | +366.2% | +24.2% | +342.0% | +308.9% |
| 5Y | +278.7% | -32.3% | +310.9% | +298.6% |
| 10Y | +8,164.6% | +111.1% | +8,053.5% | +6,348.3% |
| All | +8,367.1% | +632.1% | +7,735.0% | +4,363.1% |
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 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