+278.7%
AMD vs IAG
+461.2%
-182.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.4% | +9.7% | +7.7% |
| 7D | +13.1% | +3.4% | +9.7% | +12.5% |
| 30D | -7.0% | -2.7% | -4.3% | -6.5% |
| 3M | +16.6% | -0.5% | +17.1% | +16.4% |
| 6M | +20.5% | -4.8% | +25.4% | +20.5% |
| YTD | +158.2% | +9.6% | +148.6% | +152.8% |
| 1Y | +132.8% | +32.2% | +100.6% | +123.2% |
| 3Y | +366.2% | +692.5% | -326.3% | +267.7% |
| 5Y | +278.7% | +447.6% | -168.9% | +175.3% |
| All | +278.7% | +461.2% | -182.5% | +175.3% |
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 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