+199.0%
AMD vs IJR
+23.0%
+176.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.1% | +10.9% | +10.9% |
| 7D | -11.0% | -1.9% | -9.2% | -8.0% |
| 30D | -30.5% | +0.4% | -30.9% | -30.3% |
| 3M | -8.2% | -6.6% | -1.7% | +1.5% |
| 6M | +6.6% | -0.3% | +6.8% | +9.5% |
| YTD | +109.7% | +15.5% | +94.2% | +78.9% |
| 1Y | +88.9% | +19.2% | +69.7% | +54.3% |
| 3Y | +301.8% | +54.6% | +247.3% | +120.8% |
| All | +199.0% | +23.0% | +176.1% | +131.4% |
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