+4,236.5%
AMD vs DGX
+9,708.6%
-5,472.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.2% | +7.3% |
| 7D | +13.1% | +1.2% | +11.9% | +12.8% |
| 30D | -7.0% | +11.2% | -18.2% | -10.2% |
| 3M | +16.6% | +9.3% | +7.2% | +12.9% |
| 6M | +20.5% | +37.4% | -16.8% | +7.2% |
| YTD | +158.2% | +51.6% | +106.6% | +119.8% |
| 1Y | +132.8% | +39.3% | +93.5% | +103.6% |
| 3Y | +366.2% | +106.1% | +260.1% | +246.8% |
| 5Y | +278.7% | +92.2% | +186.5% | +187.2% |
| 10Y | +8,164.6% | +286.6% | +7,878.0% | +4,734.5% |
| All | +4,236.5% | +9,708.6% | -5,472.2% | +1,067.6% |
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 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