+357.3%
AMD vs IOT
+75.5%
+281.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.1% | -8.9% | -8.8% |
| 7D | +18.9% | +0.9% | +18.0% | +18.8% |
| 30D | -6.4% | +1.4% | -7.8% | -6.6% |
| 3M | +10.6% | +0.5% | +10.0% | +10.1% |
| 6M | +19.9% | +50.3% | -30.4% | +8.7% |
| YTD | +149.4% | +16.7% | +132.7% | +134.8% |
| 1Y | +115.4% | +6.8% | +108.6% | +107.1% |
| 3Y | +357.3% | +75.5% | +281.8% | +314.2% |
| All | +357.3% | +75.5% | +281.8% | +314.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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