+11,477.5%
AMD vs IFF
+856.0%
+10,621.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.8% |
| 7D | +2.6% | -1.8% | +4.4% | +3.5% |
| 30D | -0.9% | -2.0% | +1.0% | -0.2% |
| 3M | -8.7% | +18.5% | -27.3% | -17.8% |
| 6M | +136.3% | +11.7% | +124.7% | +119.5% |
| YTD | +123.0% | +29.6% | +93.4% | +89.6% |
| 1Y | +195.2% | +35.0% | +160.2% | +143.4% |
| 3Y | +336.3% | +32.3% | +304.1% | +256.4% |
| 5Y | +334.5% | -34.6% | +369.0% | +399.3% |
| 10Y | +6,259.1% | -20.6% | +6,279.7% | +6,061.8% |
| All | +11,477.5% | +856.0% | +10,621.4% | +2,512.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling