+1,481.9%
AMD vs IJH
+1,048.4%
+433.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.2% | +7.0% | +7.6% |
| 7D | +44.7% | +3.0% | +41.7% | +39.2% |
| 30D | -3.3% | +0.8% | -4.1% | -3.0% |
| 3M | +21.2% | -5.1% | +26.3% | +32.7% |
| 6M | +30.6% | +1.3% | +29.3% | +32.7% |
| YTD | +173.3% | +12.8% | +160.5% | +140.5% |
| 1Y | +126.1% | +14.1% | +112.0% | +95.7% |
| 3Y | +393.5% | +57.8% | +335.8% | +175.3% |
| 5Y | +295.8% | +36.9% | +258.8% | +185.2% |
| 10Y | +8,648.9% | +174.1% | +8,474.8% | +2,097.4% |
| All | +1,481.9% | +1,048.4% | +433.5% | -55.8% |
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