+7,020.8%
AMD vs DHI
+13,246.8%
-6,226.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.8% | -9.5% | -9.0% |
| 7D | +18.9% | -4.1% | +23.0% | +20.5% |
| 30D | -6.4% | +9.3% | -15.7% | -10.1% |
| 3M | +10.6% | -2.6% | +13.1% | +10.0% |
| 6M | +19.9% | +4.1% | +15.8% | +16.2% |
| YTD | +149.4% | +2.3% | +147.1% | +141.0% |
| 1Y | +115.4% | +2.7% | +112.6% | +106.8% |
| 3Y | +357.3% | +23.2% | +334.1% | +296.6% |
| 5Y | +261.1% | +57.3% | +203.8% | +189.3% |
| 10Y | +7,883.0% | +497.8% | +7,385.2% | +3,915.1% |
| All | +7,020.8% | +13,246.8% | -6,226.0% | +1,555.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling