+334.4%
AMD vs DGX
+106.6%
+227.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +1.1% | +13.6% | +15.0% |
| 7D | +6.5% | +4.6% | +1.9% | +7.5% |
| 30D | -15.3% | +11.9% | -27.2% | -13.0% |
| 3M | +9.7% | +9.2% | +0.6% | +12.1% |
| 6M | +13.2% | +39.0% | -25.8% | +21.5% |
| YTD | +140.6% | +51.4% | +89.1% | +160.0% |
| 1Y | +111.2% | +42.6% | +68.6% | +127.5% |
| 3Y | +334.4% | +105.9% | +228.5% | +377.8% |
| All | +334.4% | +106.6% | +227.8% | +377.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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