+261.9%
AMD vs IP
+12.9%
+248.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.0% | -13.3% | -16.5% |
| 7D | -28.6% | -5.0% | -23.6% | -27.9% |
| 30D | -37.7% | +6.5% | -44.3% | -38.5% |
| 3M | -16.1% | -18.0% | +1.9% | -13.0% |
| 6M | +13.8% | +10.3% | +3.5% | +11.1% |
| YTD | +88.8% | -9.9% | +98.7% | +88.4% |
| 1Y | +57.8% | -1.1% | +58.8% | +53.7% |
| All | +261.9% | +12.9% | +248.9% | +290.6% |
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