+215.4%
AMD vs IAG
+104.4%
+111.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.2% | +6.9% | +5.5% |
| 7D | +2.6% | -0.5% | +3.1% | +2.6% |
| 30D | -0.9% | +28.9% | -29.8% | -11.6% |
| 3M | -8.7% | +19.1% | -27.9% | -16.3% |
| 6M | +136.3% | -10.3% | +146.6% | +133.3% |
| YTD | +123.0% | +24.2% | +98.8% | +97.8% |
| All | +215.4% | +104.4% | +111.0% | +126.2% |
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 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