+13.8%
AMD vs IR
+7.2%
+6.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.8% | -14.5% | -15.7% |
| 7D | -28.6% | +2.3% | -30.9% | -29.1% |
| 30D | -37.7% | +3.3% | -41.1% | -38.3% |
| 3M | -16.1% | -9.0% | -7.1% | -10.3% |
| 6M | +13.8% | +8.0% | +5.8% | +10.4% |
| All | +13.8% | +7.2% | +6.7% | +10.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling