+376.7%
AMD vs IFF
+33.6%
+343.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.7% | +6.2% |
| 7D | +10.0% | -0.2% | +10.2% | +10.1% |
| 30D | +4.6% | -0.3% | +4.9% | +4.6% |
| 3M | +3.1% | +18.6% | -15.4% | -5.6% |
| 6M | +162.8% | +17.4% | +145.5% | +141.6% |
| YTD | +136.2% | +28.5% | +107.7% | +107.0% |
| 1Y | +234.0% | +32.5% | +201.5% | +186.7% |
| 3Y | +376.7% | +34.1% | +342.7% | +297.8% |
| All | +376.7% | +33.6% | +343.1% | +297.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling