+376.3%
AMD vs DGX
+66.8%
+309.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.7% | +6.6% | +6.0% |
| 7D | +10.0% | -0.3% | +10.3% | +10.1% |
| 30D | +4.6% | -1.2% | +5.8% | +4.8% |
| 3M | +3.1% | +19.9% | -16.8% | +0.2% |
| 6M | +162.8% | +19.2% | +143.6% | +155.0% |
| YTD | +136.2% | +37.5% | +98.7% | +120.3% |
| 1Y | +234.0% | +31.3% | +202.7% | +214.0% |
| 3Y | +376.7% | +96.6% | +280.1% | +270.0% |
| 5Y | +376.3% | +64.3% | +312.1% | +273.6% |
| All | +376.3% | +66.8% | +309.5% | +273.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling