+169.3%
AMD vs IAG
+473.8%
-304.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.2% | -17.4% | -17.3% |
| 7D | -28.6% | +4.5% | -33.1% | -29.2% |
| 30D | -37.7% | -5.7% | -32.1% | -37.2% |
| 3M | -16.1% | +10.1% | -26.2% | -17.8% |
| 6M | +13.8% | +7.3% | +6.5% | +12.3% |
| YTD | +88.8% | +6.1% | +82.7% | +85.8% |
| 1Y | +57.8% | +46.8% | +11.0% | +49.9% |
| 3Y | +260.3% | +573.1% | -312.8% | +189.2% |
| All | +169.3% | +473.8% | -304.5% | +91.8% |
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