+1,266.9%
AMD vs IJH
+1,068.3%
+198.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.6% | +6.5% | +6.8% |
| 7D | +10.0% | +1.0% | +9.0% | +8.4% |
| 30D | +4.6% | -3.1% | +7.8% | +9.6% |
| 3M | +3.1% | +1.9% | +1.2% | +1.5% |
| 6M | +162.8% | +11.0% | +151.8% | +132.7% |
| YTD | +136.2% | +14.7% | +121.4% | +99.7% |
| 1Y | +234.0% | +15.6% | +218.4% | +180.0% |
| 3Y | +376.7% | +52.5% | +324.2% | +174.8% |
| 5Y | +376.3% | +49.1% | +327.3% | +200.2% |
| 10Y | +8,017.8% | +177.7% | +7,840.2% | +1,874.1% |
| All | +1,266.9% | +1,068.3% | +198.6% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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