+301.8%
AMD vs IBB
+78.6%
+223.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.7% | +9.3% | +9.6% |
| 7D | -11.0% | -1.8% | -9.2% | -8.9% |
| 30D | -30.5% | +5.1% | -35.5% | -32.4% |
| 3M | -8.2% | +10.7% | -18.9% | -15.9% |
| 6M | +6.6% | +22.9% | -16.3% | -11.5% |
| YTD | +109.7% | +26.7% | +83.0% | +69.4% |
| 1Y | +88.9% | +35.1% | +53.8% | +43.9% |
| 3Y | +301.8% | +80.2% | +221.6% | +144.7% |
| All | +301.8% | +78.6% | +223.2% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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