+195.2%
AMD vs IJR
+25.5%
+169.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.4% | +4.3% | +4.1% |
| 7D | +2.6% | -0.2% | +2.7% | +2.8% |
| 30D | -0.9% | -2.4% | +1.5% | +3.2% |
| 3M | -8.7% | +3.9% | -12.7% | -12.5% |
| 6M | +136.3% | +12.4% | +123.9% | +106.6% |
| YTD | +123.0% | +21.5% | +101.5% | +81.9% |
| 1Y | +195.2% | +24.0% | +171.2% | +139.0% |
| All | +195.2% | +25.5% | +169.7% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 1y: compounded portfolio wealth divided by compounded IJR 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…
1y analysis · Full analysis span regression · 6 months rolling