+115.4%
AMD vs DHI
+2.4%
+113.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.8% | -9.5% | -8.7% |
| 7D | +18.9% | -4.1% | +23.0% | +18.9% |
| 30D | -6.4% | +9.3% | -15.7% | -7.5% |
| 3M | +10.6% | -2.6% | +13.1% | +10.8% |
| 6M | +19.9% | +4.1% | +15.8% | +18.6% |
| YTD | +149.4% | +2.3% | +147.1% | +144.1% |
| 1Y | +115.4% | +2.7% | +112.6% | +110.8% |
| All | +115.4% | +2.4% | +113.0% | +110.8% |
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