+7,765.4%
AMD vs IAG
+389.3%
+7,376.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.1% | -9.8% | -8.9% |
| 7D | +18.9% | -7.7% | +26.6% | +20.1% |
| 30D | -6.4% | +1.6% | -8.0% | -6.7% |
| 3M | +10.6% | -2.4% | +13.0% | +10.7% |
| 6M | +19.9% | -7.8% | +27.7% | +20.5% |
| YTD | +149.4% | +5.0% | +144.3% | +146.5% |
| 1Y | +115.4% | +25.7% | +89.7% | +109.1% |
| 3Y | +357.3% | +694.5% | -337.2% | +267.3% |
| 5Y | +261.1% | +421.7% | -160.6% | +186.4% |
| All | +7,765.4% | +389.3% | +7,376.1% | +6,404.3% |
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