+226.0%
AMD vs IOT
+61.4%
+164.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.7% | +1.0% | +3.7% |
| 7D | +2.6% | -2.3% | +4.9% | +3.1% |
| 30D | -0.9% | +3.8% | -4.7% | -2.3% |
| 3M | -8.7% | +14.2% | -22.9% | -13.7% |
| 6M | +136.3% | +40.1% | +96.2% | +104.4% |
| YTD | +123.0% | +13.4% | +109.6% | +104.1% |
| 1Y | +195.2% | +12.2% | +183.0% | +167.0% |
| 3Y | +336.3% | +30.0% | +306.4% | +252.6% |
| All | +226.0% | +61.4% | +164.5% | +115.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling