+268.3%
AMD vs IFF
-38.1%
+306.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +0.7% | +14.1% | +14.4% |
| 7D | +6.5% | -9.8% | +16.2% | +11.3% |
| 30D | -15.3% | -1.6% | -13.6% | -15.5% |
| 3M | +9.7% | -1.8% | +11.5% | +9.2% |
| 6M | +13.2% | +3.6% | +9.5% | +8.1% |
| YTD | +140.6% | +25.4% | +115.2% | +105.3% |
| 1Y | +111.2% | +35.4% | +75.7% | +71.7% |
| 3Y | +334.4% | +23.9% | +310.6% | +257.3% |
| 5Y | +268.3% | -37.1% | +305.5% | +384.8% |
| All | +268.3% | -38.1% | +306.5% | +384.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling