+132.8%
AMD vs DIA
+12.2%
+120.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.5% | +6.8% | +6.3% |
| 7D | +13.1% | -1.6% | +14.7% | +18.0% |
| 30D | -7.0% | +1.3% | -8.2% | -7.6% |
| 3M | +16.6% | -2.1% | +18.6% | +22.6% |
| 6M | +20.5% | +6.2% | +14.3% | +8.7% |
| YTD | +158.2% | +10.3% | +147.8% | +117.5% |
| 1Y | +132.8% | +11.0% | +121.8% | +94.3% |
| All | +132.8% | +12.2% | +120.6% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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