+3,887.9%
AMD vs IR
+322.3%
+3,565.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.4% | +9.6% | +10.3% |
| 7D | -11.0% | +3.7% | -14.7% | -12.5% |
| 30D | -30.5% | +7.4% | -37.9% | -32.9% |
| 3M | -8.2% | -5.9% | -2.3% | -5.5% |
| 6M | +6.6% | +5.6% | +1.0% | +2.8% |
| YTD | +109.7% | +4.8% | +104.8% | +100.5% |
| 1Y | +88.9% | +6.9% | +82.0% | +78.2% |
| 3Y | +301.8% | +27.6% | +274.3% | +248.1% |
| 5Y | +229.4% | +45.8% | +183.5% | +167.2% |
| All | +3,887.9% | +322.3% | +3,565.7% | +2,641.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling