+234.4%
AMD vs IJR
+21.8%
+212.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +4.8% |
| 7D | +14.0% | -1.1% | +15.1% | +15.9% |
| 30D | +11.0% | -3.6% | +14.6% | +17.9% |
| 3M | +9.6% | +2.3% | +7.3% | +7.2% |
| 6M | +157.1% | +14.3% | +142.8% | +122.1% |
| YTD | +143.3% | +19.3% | +124.0% | +102.9% |
| 1Y | +234.4% | +22.6% | +211.8% | +182.3% |
| All | +234.4% | +21.8% | +212.6% | +182.3% |
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