+301.8%
AMD vs DTE
+49.5%
+252.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.2% | +10.9% | +11.1% |
| 7D | -11.0% | -0.3% | -10.7% | -11.1% |
| 30D | -30.5% | +6.2% | -36.6% | -29.9% |
| 3M | -8.2% | -2.6% | -5.6% | -8.3% |
| 6M | +6.6% | -3.5% | +10.1% | +6.1% |
| YTD | +109.7% | +7.4% | +102.3% | +109.2% |
| 1Y | +88.9% | +4.2% | +84.7% | +88.6% |
| 3Y | +301.8% | +51.7% | +250.1% | +322.7% |
| All | +301.8% | +49.5% | +252.3% | +322.7% |
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