+331.1%
AMD vs IBN
+32.1%
+299.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +5.0% |
| 7D | +2.6% | +1.4% | +1.2% | +2.0% |
| 30D | -0.9% | -0.3% | -0.6% | -0.8% |
| 3M | -8.7% | +17.1% | -25.8% | -14.1% |
| 6M | +136.3% | +3.4% | +132.9% | +131.3% |
| YTD | +123.0% | +2.5% | +120.5% | +118.1% |
| 1Y | +195.2% | -4.2% | +199.3% | +194.6% |
| All | +331.1% | +32.1% | +299.0% | +289.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling