+95.5%
AMD vs DHI
+9.6%
+85.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.1% | -7.1% | +0.9% |
| 7D | -15.5% | +9.8% | -25.3% | -15.7% |
| 30D | -22.6% | +17.8% | -40.5% | -23.4% |
| 3M | -5.7% | +4.7% | -10.5% | -5.5% |
| 6M | +43.1% | +10.0% | +33.1% | +42.2% |
| YTD | +128.2% | +10.0% | +118.3% | +123.9% |
| 1Y | +95.5% | +9.1% | +86.3% | +90.6% |
| All | +95.5% | +9.6% | +85.9% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling