+13.8%
AMD vs DT
+12.2%
+1.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -6.6% | -10.7% | -17.2% |
| 7D | -28.6% | -28.3% | -0.3% | -29.9% |
| 30D | -37.7% | -28.4% | -9.3% | -38.6% |
| 3M | -16.1% | -14.1% | -2.0% | -13.4% |
| 6M | +13.8% | +13.2% | +0.7% | +24.0% |
| All | +13.8% | +12.2% | +1.6% | +24.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling