+301.8%
AMD vs IT
-51.0%
+352.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -4.0% | +15.1% | +11.0% |
| 7D | -11.0% | -16.9% | +5.9% | -11.2% |
| 30D | -30.5% | +2.3% | -32.8% | -30.8% |
| 3M | -8.2% | +2.9% | -11.1% | -9.0% |
| 6M | +6.6% | +25.9% | -19.3% | +3.2% |
| YTD | +109.7% | -24.6% | +134.3% | +130.3% |
| 1Y | +88.9% | -16.0% | +105.0% | +99.0% |
| 3Y | +301.8% | -51.6% | +353.4% | +430.0% |
| All | +301.8% | -51.0% | +352.8% | +430.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling