+394.8%
AMD vs DGX
+96.8%
+298.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.1% | +3.0% |
| 7D | +14.0% | -2.2% | +16.2% | +13.5% |
| 30D | +11.0% | -0.9% | +11.9% | +10.8% |
| 3M | +9.6% | +15.6% | -6.0% | +13.0% |
| 6M | +157.1% | +17.8% | +139.3% | +166.6% |
| YTD | +143.3% | +37.5% | +105.9% | +154.9% |
| 1Y | +234.4% | +31.2% | +203.3% | +249.5% |
| All | +394.8% | +96.8% | +298.0% | +432.6% |
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