+132.8%
AMD vs IBN
+15.0%
+117.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.7% | +7.4% |
| 7D | +13.1% | +11.1% | +2.0% | +11.7% |
| 30D | -7.0% | +23.9% | -30.8% | -11.3% |
| 3M | +16.6% | +16.3% | +0.3% | +13.7% |
| 6M | +20.5% | +34.2% | -13.7% | +10.8% |
| YTD | +158.2% | +17.6% | +140.6% | +135.6% |
| 1Y | +132.8% | +13.8% | +118.9% | +104.9% |
| All | +132.8% | +15.0% | +117.7% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling