+261.9%
AMD vs DT
-8.7%
+270.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -6.6% | -10.7% | -15.5% |
| 7D | -28.6% | -28.3% | -0.3% | -22.5% |
| 30D | -37.7% | -28.4% | -9.3% | -32.4% |
| 3M | -16.1% | -14.1% | -2.0% | -13.0% |
| 6M | +13.8% | +13.2% | +0.7% | +6.8% |
| YTD | +88.8% | +0.8% | +88.0% | +83.8% |
| 1Y | +57.8% | -7.8% | +65.6% | +60.3% |
| All | +261.9% | -8.7% | +270.6% | +257.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling