+199.0%
AMD vs IR
+44.3%
+154.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.4% | +9.6% | +10.0% |
| 7D | -11.0% | +3.7% | -14.7% | -13.2% |
| 30D | -30.5% | +7.4% | -37.9% | -34.1% |
| 3M | -8.2% | -5.9% | -2.3% | -4.2% |
| 6M | +6.6% | +5.6% | +1.0% | +0.5% |
| YTD | +109.7% | +4.8% | +104.8% | +93.0% |
| 1Y | +88.9% | +6.9% | +82.0% | +69.8% |
| 3Y | +301.8% | +27.6% | +274.3% | +188.2% |
| All | +199.0% | +44.3% | +154.7% | +85.4% |
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