+337.5%
AMD vs DIA
+64.7%
+272.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.2% | +5.7% |
| 7D | +2.6% | -0.2% | +2.8% | +2.8% |
| 30D | -0.9% | -1.5% | +0.6% | +1.7% |
| 3M | -8.7% | +3.8% | -12.5% | -14.6% |
| 6M | +136.3% | +10.3% | +126.1% | +98.3% |
| YTD | +123.0% | +12.1% | +110.9% | +81.3% |
| 1Y | +195.2% | +18.6% | +176.5% | +116.3% |
| 3Y | +336.3% | +60.6% | +275.7% | +79.7% |
| All | +337.5% | +64.7% | +272.9% | +83.0% |
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