+357.3%
AMD vs DTE
+57.1%
+300.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.4% | -9.1% | -8.7% |
| 7D | +18.9% | +3.4% | +15.5% | +19.2% |
| 30D | -6.4% | +8.9% | -15.3% | -5.4% |
| 3M | +10.6% | +1.1% | +9.5% | +10.8% |
| 6M | +19.9% | +0.1% | +19.8% | +19.7% |
| YTD | +149.4% | +11.1% | +138.3% | +149.5% |
| 1Y | +115.4% | +4.9% | +110.4% | +115.2% |
| 3Y | +357.3% | +58.6% | +298.7% | +387.8% |
| All | +357.3% | +57.1% | +300.2% | +387.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling