+7,765.4%
AMD vs DLR
+188.2%
+7,577.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.9% | -6.9% | -7.6% |
| 7D | +18.9% | +3.3% | +15.6% | +17.0% |
| 30D | -6.4% | +4.6% | -11.0% | -7.9% |
| 3M | +10.6% | -8.3% | +18.8% | +18.0% |
| 6M | +19.9% | -5.6% | +25.5% | +24.7% |
| YTD | +149.4% | +18.7% | +130.7% | +127.5% |
| 1Y | +115.4% | +17.1% | +98.3% | +98.2% |
| 3Y | +357.3% | +54.4% | +302.9% | +257.1% |
| 5Y | +261.1% | +36.5% | +224.6% | +194.6% |
| All | +7,765.4% | +188.2% | +7,577.2% | +5,007.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling