+6,460.0%
AMD vs IAG
+377.5%
+6,082.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.2% | +6.9% | +4.9% |
| 7D | +2.6% | -0.5% | +3.1% | +2.6% |
| 30D | -0.9% | +28.9% | -29.8% | -4.1% |
| 3M | -8.7% | +19.1% | -27.9% | -10.7% |
| 6M | +136.3% | -10.3% | +146.6% | +137.9% |
| YTD | +123.0% | +24.2% | +98.8% | +116.3% |
| 1Y | +195.2% | +116.5% | +78.7% | +170.2% |
| 3Y | +336.3% | +742.8% | -406.5% | +238.6% |
| 5Y | +334.5% | +753.3% | -418.9% | +223.8% |
| 10Y | +6,259.1% | +403.2% | +5,855.9% | +4,569.8% |
| All | +6,460.0% | +377.5% | +6,082.5% | +4,733.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling