+376.3%
AMD vs IJR
+40.3%
+336.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.7% | +6.6% | +6.9% |
| 7D | +10.0% | +0.9% | +9.1% | +8.6% |
| 30D | +4.6% | -3.1% | +7.8% | +9.3% |
| 3M | +3.1% | +4.4% | -1.3% | -1.8% |
| 6M | +162.8% | +16.1% | +146.7% | +120.7% |
| YTD | +136.2% | +20.6% | +115.6% | +88.9% |
| 1Y | +234.0% | +22.9% | +211.2% | +160.4% |
| 3Y | +376.7% | +55.2% | +321.5% | +163.2% |
| 5Y | +376.3% | +41.1% | +335.3% | +220.1% |
| All | +376.3% | +40.3% | +336.1% | +220.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling