+7,765.4%
AMD vs IBKR
+842.7%
+6,922.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.6% | -9.3% | -9.1% |
| 7D | +18.9% | +7.9% | +11.1% | +13.9% |
| 30D | -6.4% | -2.8% | -3.6% | -3.8% |
| 3M | +10.6% | -10.5% | +21.0% | +18.8% |
| 6M | +19.9% | -3.7% | +23.6% | +23.8% |
| YTD | +149.4% | +27.6% | +121.8% | +121.5% |
| 1Y | +115.4% | +22.5% | +92.9% | +95.6% |
| 3Y | +357.3% | +307.2% | +50.0% | +116.6% |
| 5Y | +261.1% | +357.7% | -96.5% | +56.8% |
| All | +7,765.4% | +842.7% | +6,922.7% | +2,313.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 10y: compounded portfolio wealth divided by compounded IBKR 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…
10y analysis · Full analysis span regression · 6 months rolling