+268.3%
AMD vs DIA
+56.9%
+211.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +1.9% | +12.9% | +11.2% |
| 7D | +6.5% | +0.9% | +5.6% | +5.9% |
| 30D | -15.3% | +1.1% | -16.4% | -16.1% |
| 3M | +9.7% | -2.9% | +12.6% | +16.8% |
| 6M | +13.2% | +5.9% | +7.3% | +2.8% |
| YTD | +140.6% | +9.8% | +130.8% | +105.0% |
| 1Y | +111.2% | +11.7% | +99.4% | +74.1% |
| 3Y | +334.4% | +59.5% | +274.9% | +80.1% |
| 5Y | +268.3% | +57.5% | +210.8% | +66.0% |
| All | +268.3% | +56.9% | +211.4% | +66.0% |
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