+8,520.0%
AMD vs IAG
+384.2%
+8,135.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -5.1% | +11.0% | +6.5% |
| 7D | +44.7% | -2.1% | +46.8% | +45.1% |
| 30D | -3.3% | -6.2% | +2.8% | -2.5% |
| 3M | +21.2% | -5.1% | +26.3% | +21.8% |
| 6M | +30.6% | -10.0% | +40.5% | +31.7% |
| YTD | +173.3% | +3.9% | +169.4% | +170.5% |
| 1Y | +126.1% | +18.9% | +107.2% | +120.8% |
| 3Y | +393.5% | +651.8% | -258.2% | +298.6% |
| 5Y | +295.8% | +416.3% | -120.5% | +214.4% |
| All | +8,520.0% | +384.2% | +8,135.8% | +7,039.3% |
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