+199.0%
AMD vs IAG
+515.1%
-316.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +7.2% | +3.8% | +9.8% |
| 7D | -11.0% | +21.4% | -32.5% | -14.0% |
| 30D | -30.5% | +4.0% | -34.5% | -30.9% |
| 3M | -8.2% | +17.0% | -25.3% | -11.0% |
| 6M | +6.6% | +1.4% | +5.2% | +5.6% |
| YTD | +109.7% | +13.8% | +95.9% | +104.0% |
| 1Y | +88.9% | +55.8% | +33.1% | +77.6% |
| 3Y | +301.8% | +647.4% | -345.6% | +217.9% |
| All | +199.0% | +515.1% | -316.0% | +110.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling