+5,454.9%
AMD vs IAG
+308.0%
+5,146.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.2% | -17.4% | -17.3% |
| 7D | -28.6% | +4.5% | -33.1% | -29.0% |
| 30D | -37.7% | -5.7% | -32.1% | -37.3% |
| 3M | -16.1% | +10.1% | -26.2% | -17.3% |
| 6M | +13.8% | +7.3% | +6.5% | +12.8% |
| YTD | +88.8% | +6.1% | +82.7% | +86.5% |
| 1Y | +57.8% | +46.8% | +11.0% | +50.7% |
| 3Y | +260.3% | +573.1% | -312.8% | +187.2% |
| 5Y | +196.6% | +477.6% | -280.9% | +130.7% |
| 10Y | +6,064.6% | +315.7% | +5,749.0% | +4,543.0% |
| All | +5,454.9% | +308.0% | +5,146.9% | +4,065.8% |
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 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