+337.4%
AMD vs IP
+17.6%
+319.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.7% |
| 7D | -15.5% | +3.4% | -18.9% | -16.1% |
| 30D | -22.6% | +11.2% | -33.9% | -24.3% |
| 3M | -5.7% | -14.8% | +9.0% | -3.2% |
| 6M | +43.1% | +17.3% | +25.8% | +37.9% |
| YTD | +128.2% | -6.2% | +134.4% | +125.6% |
| 1Y | +95.5% | +2.3% | +93.1% | +88.9% |
| All | +337.4% | +17.6% | +319.8% | +367.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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