+255.5%
AMD vs IP
-10.3%
+265.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.5% |
| 7D | -15.5% | +3.4% | -18.9% | -16.6% |
| 30D | -22.6% | +11.2% | -33.9% | -25.5% |
| 3M | -5.7% | -14.8% | +9.0% | -1.3% |
| 6M | +43.1% | +17.3% | +25.8% | +33.9% |
| YTD | +128.2% | -6.2% | +134.4% | +124.5% |
| 1Y | +95.5% | +2.3% | +93.1% | +84.7% |
| 3Y | +335.4% | +17.7% | +317.8% | +251.4% |
| 5Y | +255.5% | -8.4% | +263.9% | +238.5% |
| All | +255.5% | -10.3% | +265.8% | +238.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling