+1,673.4%
AMD vs IBN
+1,584.6%
+88.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.7% | -0.3% |
| 7D | -15.5% | +8.9% | -24.4% | -18.1% |
| 30D | -22.6% | +12.6% | -35.3% | -26.1% |
| 3M | -5.7% | +3.1% | -8.8% | -7.2% |
| 6M | +43.1% | +20.6% | +22.5% | +33.4% |
| YTD | +128.2% | +5.8% | +122.5% | +122.1% |
| 1Y | +95.5% | +3.7% | +91.8% | +91.4% |
| 3Y | +335.4% | +40.3% | +295.1% | +279.2% |
| 5Y | +255.5% | +58.0% | +197.5% | +200.1% |
| 10Y | +7,350.9% | +347.9% | +7,003.1% | +3,993.1% |
| All | +1,673.4% | +1,584.6% | +88.7% | +347.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling