+268.3%
AMD vs DT
-42.0%
+310.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +0.1% | +14.6% | +14.7% |
| 7D | +6.5% | -7.5% | +14.0% | +10.8% |
| 30D | -15.3% | -31.5% | +16.2% | +0.3% |
| 3M | +9.7% | -14.0% | +23.7% | +16.1% |
| 6M | +13.2% | +6.9% | +6.3% | +4.6% |
| YTD | +140.6% | +0.3% | +140.2% | +124.3% |
| 1Y | +111.2% | -6.9% | +118.1% | +105.2% |
| 3Y | +334.4% | -13.9% | +348.3% | +325.9% |
| 5Y | +268.3% | -39.9% | +308.3% | +325.6% |
| All | +268.3% | -42.0% | +310.4% | +325.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling