+2,805.9%
AMD vs DLR
+3,551.7%
-745.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | -0.4% |
| 7D | -15.5% | +2.8% | -18.3% | -16.7% |
| 30D | -22.6% | +2.8% | -25.4% | -23.6% |
| 3M | -5.7% | -4.0% | -1.8% | -3.2% |
| 6M | +43.1% | -5.6% | +48.7% | +47.4% |
| YTD | +128.2% | +21.9% | +106.3% | +105.3% |
| 1Y | +95.5% | +13.0% | +82.5% | +82.8% |
| 3Y | +335.4% | +52.2% | +283.2% | +246.7% |
| 5Y | +255.5% | +40.3% | +215.1% | +192.1% |
| 10Y | +7,350.9% | +186.1% | +7,164.8% | +3,957.8% |
| All | +2,805.9% | +3,551.7% | -745.7% | +261.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling