+13.8%
IP vs AMC
-72.0%
+85.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -12.5% | +8.5% | -3.3% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | +6.5% | +4.4% | +2.1% | +6.3% |
| 3M | -18.0% | +15.4% | -33.4% | -18.8% |
| 6M | +10.3% | +93.7% | -83.4% | +5.3% |
| YTD | -9.9% | +97.4% | -107.3% | -14.5% |
| 1Y | -1.1% | +23.2% | -24.3% | -4.5% |
| All | +13.8% | -72.0% | +85.8% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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