+301.8%
AMD vs DT
-9.2%
+311.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.6% | +11.6% | +11.2% |
| 7D | -11.0% | -24.7% | +13.7% | -4.7% |
| 30D | -30.5% | -27.4% | -3.1% | -24.7% |
| 3M | -8.2% | -11.1% | +2.9% | -5.7% |
| 6M | +6.6% | +13.7% | -7.1% | -0.3% |
| YTD | +109.7% | +0.2% | +109.4% | +104.3% |
| 1Y | +88.9% | -5.7% | +94.6% | +89.3% |
| 3Y | +301.8% | -8.1% | +309.9% | +297.4% |
| All | +301.8% | -9.2% | +311.0% | +297.4% |
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