+3,576.4%
AMD vs IT
+6,493.7%
-2,917.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.4% | -12.9% | -15.8% |
| 7D | -28.6% | -12.0% | -16.6% | -25.8% |
| 30D | -37.7% | +7.1% | -44.8% | -40.0% |
| 3M | -16.1% | +6.3% | -22.4% | -20.4% |
| 6M | +13.8% | +32.5% | -18.7% | -4.5% |
| YTD | +88.8% | -21.5% | +110.3% | +86.8% |
| 1Y | +57.8% | -16.5% | +74.2% | +52.0% |
| 3Y | +260.3% | -48.8% | +309.0% | +305.4% |
| 5Y | +196.6% | -40.2% | +236.9% | +219.8% |
| 10Y | +6,064.6% | +112.1% | +5,952.5% | +4,025.1% |
| All | +3,576.4% | +6,493.7% | -2,917.3% | +815.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling