+4,257.2%
AMD vs DIA
+1,101.7%
+3,155.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.5% | -13.7% | -12.1% |
| 7D | -28.6% | -1.6% | -27.0% | -26.3% |
| 30D | -37.7% | 0.0% | -37.7% | -37.3% |
| 3M | -16.1% | -4.9% | -11.2% | -9.3% |
| 6M | +13.8% | +5.0% | +8.8% | +7.4% |
| YTD | +88.8% | +8.2% | +80.6% | +71.2% |
| 1Y | +57.8% | +10.3% | +47.5% | +39.4% |
| 3Y | +260.3% | +58.4% | +201.9% | +94.8% |
| 5Y | +196.6% | +54.3% | +142.3% | +76.5% |
| 10Y | +6,064.6% | +248.6% | +5,816.1% | +1,051.0% |
| All | +4,257.2% | +1,101.7% | +3,155.4% | +115.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling