+12,229.2%
AMD vs DTE
+3,584.1%
+8,645.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +2.4% | +10.8% | +12.2% |
| 7D | +8.9% | +1.8% | +7.1% | +8.4% |
| 30D | -16.4% | +9.0% | -25.4% | -19.4% |
| 3M | +5.2% | -0.2% | +5.4% | +5.2% |
| 6M | +11.7% | +0.1% | +11.6% | +11.0% |
| YTD | +137.5% | +10.0% | +127.5% | +125.4% |
| 1Y | +117.8% | +4.7% | +113.1% | +111.1% |
| 3Y | +348.1% | +55.7% | +292.5% | +256.5% |
| 5Y | +241.5% | +45.1% | +196.4% | +176.2% |
| 10Y | +7,228.2% | +145.1% | +7,083.1% | +4,232.7% |
| All | +12,229.2% | +3,584.1% | +8,645.1% | +2,126.7% |
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