+8,164.6%
AMD vs IFF
-10.8%
+8,175.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.6% | +7.9% | +7.6% |
| 7D | +13.1% | -5.7% | +18.8% | +16.1% |
| 30D | -7.0% | -2.7% | -4.2% | -6.6% |
| 3M | +16.6% | -2.3% | +18.9% | +16.5% |
| 6M | +20.5% | +6.0% | +14.5% | +14.4% |
| YTD | +158.2% | +24.6% | +133.6% | +124.1% |
| 1Y | +132.8% | +29.4% | +103.4% | +97.6% |
| 3Y | +366.2% | +23.1% | +343.1% | +296.8% |
| 5Y | +278.7% | -37.2% | +315.8% | +338.6% |
| 10Y | +8,164.6% | -10.8% | +8,175.4% | +7,252.6% |
| All | +8,164.6% | -10.8% | +8,175.4% | +7,252.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling