+337.5%
AMD vs DT
-27.0%
+364.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +5.4% |
| 7D | +2.6% | -3.3% | +5.9% | +4.0% |
| 30D | -0.9% | +2.0% | -3.0% | -2.5% |
| 3M | -8.7% | +20.0% | -28.7% | -18.2% |
| 6M | +136.3% | +39.3% | +97.0% | +90.2% |
| YTD | +123.0% | +19.8% | +103.2% | +93.3% |
| 1Y | +195.2% | +4.3% | +190.9% | +174.6% |
| 3Y | +336.3% | +7.7% | +328.6% | +286.2% |
| All | +337.5% | -27.0% | +364.5% | +327.1% |
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