+132.8%
AMD vs IAG
+34.9%
+97.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.4% | +9.7% | +8.4% |
| 7D | +13.1% | +3.4% | +9.7% | +11.6% |
| 30D | -7.0% | -2.7% | -4.3% | -6.0% |
| 3M | +16.6% | -0.5% | +17.1% | +15.5% |
| 6M | +20.5% | -4.8% | +25.4% | +19.4% |
| YTD | +158.2% | +9.6% | +148.6% | +134.1% |
| 1Y | +132.8% | +32.2% | +100.6% | +80.1% |
| All | +132.8% | +34.9% | +97.9% | +80.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling