+7,765.4%
AMD vs IJR
+151.4%
+7,614.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | 0.0% | -8.7% | -8.7% |
| 7D | +18.9% | +2.2% | +16.8% | +16.5% |
| 30D | -6.4% | +3.8% | -10.3% | -9.4% |
| 3M | +10.6% | -5.7% | +16.3% | +19.0% |
| 6M | +19.9% | +4.6% | +15.2% | +16.7% |
| YTD | +149.4% | +18.0% | +131.4% | +115.5% |
| 1Y | +115.4% | +21.8% | +93.6% | +79.7% |
| 3Y | +357.3% | +61.1% | +296.2% | +185.7% |
| 5Y | +261.1% | +27.3% | +233.8% | +195.3% |
| All | +7,765.4% | +151.4% | +7,614.0% | +3,386.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling