+196.6%
AMD vs IR
+42.7%
+153.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.8% | -14.5% | -15.2% |
| 7D | -28.6% | +2.3% | -30.9% | -29.7% |
| 30D | -37.7% | +3.3% | -41.1% | -39.3% |
| 3M | -16.1% | -9.0% | -7.1% | -10.2% |
| 6M | +13.8% | +8.0% | +5.8% | +5.6% |
| YTD | +88.8% | +3.4% | +85.4% | +75.4% |
| 1Y | +57.8% | +4.5% | +53.3% | +44.4% |
| 3Y | +260.3% | +25.6% | +234.7% | +160.8% |
| 5Y | +196.6% | +43.8% | +152.8% | +84.8% |
| All | +196.6% | +42.7% | +153.9% | +84.8% |
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