+199.0%
AMD vs DHR
-9.6%
+208.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.7% | +9.3% | +10.2% |
| 7D | -11.0% | -0.9% | -10.2% | -10.3% |
| 30D | -30.5% | +5.4% | -35.9% | -31.7% |
| 3M | -8.2% | +15.3% | -23.6% | -14.0% |
| 6M | +6.6% | +32.1% | -25.6% | -9.6% |
| YTD | +109.7% | +1.2% | +108.5% | +106.1% |
| 1Y | +88.9% | +10.1% | +78.8% | +75.6% |
| 3Y | +301.8% | +19.9% | +282.0% | +221.6% |
| All | +199.0% | -9.6% | +208.6% | +183.2% |
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