+8,077.9%
AMD vs DTE
+146.7%
+7,931.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +2.9% | +11.8% | +14.0% |
| 7D | +6.5% | +3.5% | +2.9% | +5.7% |
| 30D | -15.3% | +9.5% | -24.8% | -17.1% |
| 3M | +9.7% | +2.5% | +7.2% | +9.1% |
| 6M | +13.2% | +0.6% | +12.6% | +12.6% |
| YTD | +140.6% | +10.5% | +130.1% | +132.4% |
| 1Y | +111.2% | +3.3% | +107.8% | +107.8% |
| 3Y | +334.4% | +56.3% | +278.2% | +272.9% |
| 5Y | +268.3% | +44.9% | +223.4% | +222.0% |
| 10Y | +8,077.9% | +149.2% | +7,928.8% | +8,178.3% |
| All | +8,077.9% | +146.7% | +7,931.3% | +8,178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling