+195.2%
AMD vs IR
-1.2%
+196.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.4% | +4.3% |
| 7D | +2.6% | -2.8% | +5.4% | +3.5% |
| 30D | -0.9% | -15.1% | +14.2% | +4.6% |
| 3M | -8.7% | +6.1% | -14.8% | -11.1% |
| 6M | +136.3% | -16.8% | +153.2% | +139.6% |
| YTD | +123.0% | -3.5% | +126.5% | +124.9% |
| 1Y | +195.2% | -3.5% | +198.7% | +195.1% |
| All | +195.2% | -1.2% | +196.4% | +195.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling