+10,785.8%
AMD vs DTE
+3,497.0%
+7,288.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.2% | +10.9% | +11.0% |
| 7D | -11.0% | -0.3% | -10.7% | -10.8% |
| 30D | -30.5% | +6.2% | -36.6% | -32.3% |
| 3M | -8.2% | -2.6% | -5.6% | -7.4% |
| 6M | +6.6% | -3.5% | +10.1% | +7.3% |
| YTD | +109.7% | +7.4% | +102.3% | +100.8% |
| 1Y | +88.9% | +4.2% | +84.7% | +83.2% |
| 3Y | +301.8% | +51.7% | +250.1% | +222.8% |
| 5Y | +229.4% | +39.7% | +189.7% | +170.4% |
| 10Y | +6,745.1% | +137.5% | +6,607.7% | +3,999.6% |
| All | +10,785.8% | +3,497.0% | +7,288.8% | +1,883.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling