+36.9%
IP vs AMC
-98.1%
+134.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.1% | +2.1% |
| 7D | -5.3% | +2.3% | -7.6% | -5.3% |
| 30D | -10.9% | -0.7% | -10.1% | -10.9% |
| 3M | +11.2% | +35.2% | -24.0% | +9.7% |
| 6M | -10.2% | +124.6% | -134.8% | -13.0% |
| YTD | -2.0% | +69.9% | -71.9% | -4.3% |
| 1Y | -19.1% | -2.6% | -16.5% | -19.8% |
| 3Y | +20.9% | -79.8% | +100.6% | +22.4% |
| 5Y | -17.8% | -99.4% | +81.6% | -11.8% |
| 10Y | +23.5% | -98.9% | +122.4% | +25.6% |
| All | +36.9% | -98.1% | +134.9% | +30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling