+337.5%
AMD vs IT
-40.5%
+378.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.6% | +9.3% | +6.1% |
| 7D | +2.6% | -6.0% | +8.6% | +4.4% |
| 30D | -0.9% | 0.0% | -0.9% | -1.7% |
| 3M | -8.7% | +13.1% | -21.8% | -15.0% |
| 6M | +136.3% | +11.7% | +124.6% | +116.3% |
| YTD | +123.0% | -26.1% | +149.1% | +149.3% |
| 1Y | +195.2% | -21.3% | +216.4% | +209.2% |
| 3Y | +336.3% | -46.7% | +383.1% | +452.1% |
| All | +337.5% | -40.5% | +378.1% | +380.8% |
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