+1,632.7%
AMD vs IBN
+1,532.9%
+99.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +4.9% |
| 7D | +2.6% | +1.4% | +1.2% | +2.1% |
| 30D | -0.9% | -0.3% | -0.6% | -0.8% |
| 3M | -8.7% | +17.1% | -25.8% | -13.7% |
| 6M | +136.3% | +3.4% | +132.9% | +133.5% |
| YTD | +123.0% | +2.5% | +120.5% | +120.4% |
| 1Y | +195.2% | -4.2% | +199.3% | +197.8% |
| 3Y | +336.3% | +32.4% | +303.9% | +289.8% |
| 5Y | +334.5% | +59.2% | +275.3% | +267.3% |
| 10Y | +6,259.1% | +345.7% | +5,913.4% | +3,406.1% |
| All | +1,632.7% | +1,532.9% | +99.8% | +343.9% |
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 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