+8,017.8%
AMD vs IAG
+371.0%
+7,646.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.8% | +7.7% | +6.1% |
| 7D | +10.0% | +4.3% | +5.8% | +9.4% |
| 30D | +4.6% | +9.8% | -5.1% | +3.2% |
| 3M | +3.1% | +28.9% | -25.8% | -0.5% |
| 6M | +162.8% | -7.6% | +170.4% | +162.9% |
| YTD | +136.2% | +22.0% | +114.2% | +129.1% |
| 1Y | +234.0% | +99.5% | +134.5% | +208.9% |
| 3Y | +376.7% | +818.3% | -441.6% | +273.8% |
| 5Y | +376.3% | +785.9% | -409.6% | +257.7% |
| 10Y | +8,017.8% | +381.1% | +7,636.7% | +6,248.2% |
| All | +8,017.8% | +371.0% | +7,646.9% | +6,248.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling