+95.5%
AMD vs IT
-17.9%
+113.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.4% | +1.4% |
| 7D | -15.5% | -5.5% | -10.0% | -16.4% |
| 30D | -22.6% | +10.3% | -33.0% | -20.4% |
| 3M | -5.7% | +11.5% | -17.3% | -2.2% |
| 6M | +43.1% | +40.3% | +2.8% | +58.3% |
| YTD | +128.2% | -17.9% | +146.1% | +138.6% |
| 1Y | +95.5% | -8.8% | +104.3% | +102.7% |
| All | +95.5% | -17.9% | +113.4% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling