+4,810.3%
AMD vs IR
+332.9%
+4,477.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.9% | +8.2% | +7.8% |
| 7D | +13.1% | +1.1% | +12.0% | +13.0% |
| 30D | -7.0% | +7.6% | -14.5% | -10.1% |
| 3M | +16.6% | +0.1% | +16.5% | +16.5% |
| 6M | +20.5% | +14.0% | +6.6% | +12.0% |
| YTD | +158.2% | +7.5% | +150.7% | +144.1% |
| 1Y | +132.8% | +10.1% | +122.6% | +116.6% |
| 3Y | +366.2% | +24.9% | +341.4% | +308.2% |
| 5Y | +278.7% | +46.9% | +231.8% | +205.4% |
| All | +4,810.3% | +332.9% | +4,477.4% | +3,236.7% |
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