+3,645.6%
AMD vs DGX
+8,858.2%
-5,212.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.6% | +5.0% |
| 7D | +2.6% | -2.3% | +4.9% | +3.3% |
| 30D | -0.9% | +0.6% | -1.5% | -1.2% |
| 3M | -8.7% | +21.4% | -30.1% | -15.2% |
| 6M | +136.3% | +14.7% | +121.6% | +123.0% |
| YTD | +123.0% | +38.4% | +84.6% | +96.0% |
| 1Y | +195.2% | +34.0% | +161.2% | +160.9% |
| 3Y | +336.3% | +92.7% | +243.6% | +231.9% |
| 5Y | +334.5% | +67.7% | +266.8% | +245.4% |
| 10Y | +6,259.1% | +248.0% | +6,011.1% | +3,758.0% |
| All | +3,645.6% | +8,858.2% | -5,212.6% | +941.1% |
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