+199.0%
AMD vs DIA
+53.0%
+146.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.4% | +11.4% | +11.8% |
| 7D | -11.0% | -0.9% | -10.1% | -8.8% |
| 30D | -30.5% | +0.3% | -30.7% | -30.3% |
| 3M | -8.2% | -4.5% | -3.7% | +0.6% |
| 6M | +6.6% | +3.4% | +3.2% | +1.0% |
| YTD | +109.7% | +7.8% | +101.9% | +84.4% |
| 1Y | +88.9% | +10.7% | +78.2% | +57.8% |
| 3Y | +301.8% | +57.5% | +244.3% | +69.6% |
| All | +199.0% | +53.0% | +146.1% | +40.4% |
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