+264.6%
AMD vs DIA
+57.3%
+207.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.1% | -8.9% | -9.0% |
| 7D | +18.9% | +2.1% | +16.8% | +14.6% |
| 30D | -6.4% | +1.5% | -7.9% | -8.0% |
| 3M | +10.6% | -2.4% | +13.0% | +16.7% |
| 6M | +19.9% | +6.0% | +13.9% | +8.6% |
| YTD | +149.4% | +10.1% | +139.3% | +111.3% |
| 1Y | +115.4% | +11.8% | +103.6% | +77.1% |
| 3Y | +357.3% | +59.7% | +297.6% | +88.9% |
| All | +264.6% | +57.3% | +207.3% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling