+337.5%
AMD vs IR
+45.6%
+291.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.4% | +3.7% |
| 7D | +2.6% | -2.8% | +5.4% | +4.8% |
| 30D | -0.9% | -15.1% | +14.2% | +12.2% |
| 3M | -8.7% | +6.1% | -14.8% | -14.1% |
| 6M | +136.3% | -16.8% | +153.2% | +167.4% |
| YTD | +123.0% | -3.5% | +126.5% | +119.3% |
| 1Y | +195.2% | -3.5% | +198.7% | +185.6% |
| 3Y | +336.3% | +9.5% | +326.9% | +256.7% |
| All | +337.5% | +45.6% | +291.9% | +171.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling