+264.6%
AMD vs IT
-42.2%
+306.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.7% | -9.4% | -8.9% |
| 7D | +18.9% | +1.1% | +17.9% | +18.6% |
| 30D | -6.4% | -1.8% | -4.6% | -7.3% |
| 3M | +10.6% | +4.8% | +5.7% | +6.0% |
| 6M | +19.9% | +33.0% | -13.1% | +0.6% |
| YTD | +149.4% | -23.8% | +173.2% | +170.7% |
| 1Y | +115.4% | -16.5% | +131.9% | +119.7% |
| 3Y | +357.3% | -53.6% | +410.9% | +560.9% |
| All | +264.6% | -42.2% | +306.8% | +307.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling