+126.1%
AMD vs IT
-17.7%
+143.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.1% | +7.0% | +5.6% |
| 7D | +44.7% | -3.7% | +48.4% | +43.5% |
| 30D | -3.3% | -3.1% | -0.2% | -3.7% |
| 3M | +21.2% | +6.3% | +14.9% | +24.1% |
| 6M | +30.6% | +24.8% | +5.8% | +42.4% |
| YTD | +173.3% | -24.4% | +197.7% | +165.2% |
| 1Y | +126.1% | -17.1% | +143.2% | +126.6% |
| All | +126.1% | -17.7% | +143.7% | +126.6% |
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