+10.3%
IP vs AMC
+111.0%
-100.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -12.5% | +8.5% | -3.2% |
| 7D | -5.0% | 0.0% | -5.0% | -4.9% |
| 30D | +6.5% | +4.4% | +2.1% | +6.3% |
| 3M | -18.0% | +15.4% | -33.4% | -18.7% |
| 6M | +10.3% | +93.7% | -83.4% | +2.4% |
| All | +10.3% | +111.0% | -100.6% | +2.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling