+199.0%
AMD vs IT
-43.2%
+242.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -4.0% | +15.1% | +12.0% |
| 7D | -11.0% | -16.9% | +5.9% | -7.4% |
| 30D | -30.5% | +2.3% | -32.8% | -32.0% |
| 3M | -8.2% | +2.9% | -11.1% | -11.8% |
| 6M | +6.6% | +25.9% | -19.3% | -8.7% |
| YTD | +109.7% | -24.6% | +134.3% | +128.1% |
| 1Y | +88.9% | -16.0% | +105.0% | +90.9% |
| 3Y | +301.8% | -51.6% | +353.4% | +454.4% |
| All | +199.0% | -43.2% | +242.2% | +240.0% |
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 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