+195.2%
AMD vs DLR
+19.9%
+175.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.5% |
| 7D | +2.6% | +1.6% | +1.0% | +1.6% |
| 30D | -0.9% | -3.4% | +2.4% | +1.2% |
| 3M | -8.7% | +0.5% | -9.2% | -8.9% |
| 6M | +136.3% | +4.6% | +131.8% | +131.5% |
| YTD | +123.0% | +23.4% | +99.6% | +101.1% |
| 1Y | +195.2% | +19.0% | +176.1% | +171.8% |
| All | +195.2% | +19.9% | +175.3% | +171.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling