If memory serves, Linux typically outperforms Windows with AMD and Intel graphics. Some of the gotchas are things like running games through Proton or anti-cheat/DRM stuff not getting the same attention that Windows does, but the raw performance is there. I wouldn't recommend using Nvidia on Linux though.
> I wouldn't recommend using Nvidia on Linux though.
This was true 4 years ago, but is outdated knowledge now. Nvidia used to disallow distributing drivers with distro images, but they have since made agreements with some popular distros. If the distro image you download includes drivers or you know how to install them, the proprietary drivers work really well.
I run NVIDIA on my Bazzite box and I get excellent performance. I had to fiddle with a few things though that probably work out of the box on AMD (example: screen tearing in Steam Big Picture mode. Fix: enabling developer mode in Steam and setting "Force Composite" to true).