+1,751.6%
AMD vs DT
+73.5%
+1,678.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.7% | +5.6% | +6.6% |
| 7D | +13.1% | -5.4% | +18.5% | +16.4% |
| 30D | -7.0% | -32.2% | +25.2% | +9.6% |
| 3M | +16.6% | -10.9% | +27.5% | +21.3% |
| 6M | +20.5% | +10.0% | +10.5% | +11.2% |
| YTD | +158.2% | +2.1% | +156.1% | +141.0% |
| 1Y | +132.8% | -5.5% | +138.3% | +125.2% |
| 3Y | +366.2% | -12.4% | +378.6% | +356.7% |
| 5Y | +278.7% | -39.7% | +318.4% | +312.0% |
| All | +1,751.6% | +73.5% | +1,678.2% | +1,162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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