+6,267.6%
AMD vs DHI
+12,945.6%
-6,678.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +5.1% |
| 7D | +2.6% | -3.1% | +5.7% | +3.6% |
| 30D | -0.9% | -5.5% | +4.5% | +0.6% |
| 3M | -8.7% | -2.2% | -6.5% | -8.7% |
| 6M | +136.3% | -6.0% | +142.3% | +139.3% |
| YTD | +123.0% | 0.0% | +123.0% | +119.7% |
| 1Y | +195.2% | -18.2% | +213.4% | +206.4% |
| 3Y | +336.3% | +22.5% | +313.8% | +283.2% |
| 5Y | +334.5% | +58.4% | +276.1% | +251.5% |
| 10Y | +6,259.1% | +405.2% | +5,853.9% | +3,308.3% |
| All | +6,267.6% | +12,945.6% | -6,678.0% | +1,409.2% |
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