+6,351.7%
AMD vs DLR
+166.0%
+6,185.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.3% | +11.3% | +11.2% |
| 7D | -11.0% | -3.6% | -7.4% | -8.5% |
| 30D | -30.5% | -3.5% | -27.0% | -28.4% |
| 3M | -8.2% | -8.9% | +0.7% | -1.9% |
| 6M | +6.6% | -11.6% | +18.1% | +15.0% |
| YTD | +109.7% | +14.9% | +94.8% | +94.4% |
| 1Y | +88.9% | +6.4% | +82.5% | +83.0% |
| 3Y | +301.8% | +47.3% | +254.6% | +221.2% |
| 5Y | +229.4% | +32.8% | +196.5% | +172.5% |
| All | +6,351.7% | +166.0% | +6,185.7% | +3,805.4% |
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