+357.3%
AMD vs DLR
+54.1%
+303.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.9% | -6.9% | -7.3% |
| 7D | +18.9% | +3.3% | +15.6% | +16.4% |
| 30D | -6.4% | +4.6% | -11.0% | -8.1% |
| 3M | +10.6% | -8.3% | +18.8% | +19.3% |
| 6M | +19.9% | -5.6% | +25.5% | +25.9% |
| YTD | +149.4% | +18.7% | +130.7% | +123.3% |
| 1Y | +115.4% | +17.1% | +98.3% | +94.8% |
| 3Y | +357.3% | +54.4% | +302.9% | +254.4% |
| All | +357.3% | +54.1% | +303.2% | +254.4% |
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 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