+376.7%
AMD vs IJR
+54.5%
+322.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.7% | +6.6% | +6.8% |
| 7D | +10.0% | +0.9% | +9.1% | +8.7% |
| 30D | +4.6% | -3.1% | +7.8% | +8.8% |
| 3M | +3.1% | +4.4% | -1.3% | -1.1% |
| 6M | +162.8% | +16.1% | +146.7% | +126.5% |
| YTD | +136.2% | +20.6% | +115.6% | +95.7% |
| 1Y | +234.0% | +22.9% | +211.2% | +171.3% |
| 3Y | +376.7% | +55.2% | +321.5% | +220.8% |
| All | +376.7% | +54.5% | +322.2% | +220.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling