+115.4%
AMD vs DT
-2.7%
+118.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.2% | -8.5% | -8.7% |
| 7D | +18.9% | +3.1% | +15.8% | +18.8% |
| 30D | -6.4% | -29.5% | +23.1% | -6.8% |
| 3M | +10.6% | -11.7% | +22.3% | +12.4% |
| 6M | +19.9% | +29.0% | -9.1% | +21.3% |
| YTD | +149.4% | +3.4% | +146.0% | +151.1% |
| 1Y | +115.4% | -4.2% | +119.6% | +122.9% |
| All | +115.4% | -2.7% | +118.1% | +122.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling