+136.3%
AMD vs IP
-8.6%
+144.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.2% | +2.5% | +4.2% |
| 7D | +2.6% | -5.3% | +7.8% | +3.7% |
| 30D | -0.9% | -10.9% | +9.9% | +1.3% |
| 3M | -8.7% | +11.2% | -19.9% | -11.9% |
| 6M | +136.3% | -10.2% | +146.6% | +128.9% |
| All | +136.3% | -8.6% | +144.9% | +128.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling