+337.4%
AMD vs DLR
+53.0%
+284.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | -0.9% |
| 7D | -15.5% | +2.8% | -18.3% | -17.1% |
| 30D | -22.6% | +2.8% | -25.4% | -24.0% |
| 3M | -5.7% | -4.0% | -1.8% | -2.6% |
| 6M | +43.1% | -5.6% | +48.7% | +49.0% |
| YTD | +128.2% | +21.9% | +106.3% | +98.2% |
| 1Y | +95.5% | +13.0% | +82.5% | +78.6% |
| All | +337.4% | +53.0% | +284.4% | +222.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling