+357.3%
AMD vs IAG
+663.0%
-305.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.1% | -9.8% | -9.0% |
| 7D | +18.9% | -7.7% | +26.6% | +20.9% |
| 30D | -6.4% | +1.6% | -8.0% | -6.8% |
| 3M | +10.6% | -2.4% | +13.0% | +10.7% |
| 6M | +19.9% | -7.8% | +27.7% | +20.4% |
| YTD | +149.4% | +5.0% | +144.3% | +144.5% |
| 1Y | +115.4% | +25.7% | +89.7% | +106.2% |
| 3Y | +357.3% | +694.5% | -337.2% | +282.4% |
| All | +357.3% | +663.0% | -305.7% | +282.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling