+337.5%
AMD vs DHR
-27.4%
+364.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +5.4% |
| 7D | +2.6% | -3.9% | +6.5% | +4.4% |
| 30D | -0.9% | +4.0% | -4.9% | -3.1% |
| 3M | -8.7% | +11.5% | -20.2% | -15.7% |
| 6M | +136.3% | +1.9% | +134.5% | +127.7% |
| YTD | +123.0% | -8.9% | +131.9% | +128.9% |
| 1Y | +195.2% | +5.1% | +190.1% | +171.6% |
| 3Y | +336.3% | -10.3% | +346.6% | +323.8% |
| All | +337.5% | -27.4% | +364.9% | +362.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 5y: compounded portfolio wealth divided by compounded DHR 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…
5y analysis · Full analysis span regression · 6 months rolling