+111.2%
AMD vs DLR
+9.9%
+101.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +3.8% | +10.9% | +11.3% |
| 7D | +6.5% | +0.3% | +6.1% | +7.3% |
| 30D | -15.3% | +1.2% | -16.5% | -14.9% |
| 3M | +9.7% | -4.8% | +14.5% | +15.1% |
| 6M | +13.2% | -6.1% | +19.3% | +21.2% |
| YTD | +140.6% | +19.3% | +121.3% | +124.3% |
| 1Y | +111.2% | +10.0% | +101.2% | +99.6% |
| All | +111.2% | +9.9% | +101.3% | +99.6% |
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