+3,940.9%
AMD vs DGX
+9,699.2%
-5,758.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +1.1% | +13.6% | +14.4% |
| 7D | +6.5% | +4.6% | +1.9% | +5.0% |
| 30D | -15.3% | +11.9% | -27.2% | -18.4% |
| 3M | +9.7% | +9.2% | +0.6% | +6.3% |
| 6M | +13.2% | +39.0% | -25.8% | +0.3% |
| YTD | +140.6% | +51.4% | +89.1% | +104.8% |
| 1Y | +111.2% | +42.6% | +68.6% | +83.1% |
| 3Y | +334.4% | +105.9% | +228.5% | +223.3% |
| 5Y | +268.3% | +96.6% | +171.7% | +177.1% |
| 10Y | +8,077.9% | +286.0% | +7,792.0% | +4,685.8% |
| All | +3,940.9% | +9,699.2% | -5,758.3% | +988.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling