+1,190.7%
AMD vs IJR
+1,153.0%
+37.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.4% | +4.3% | +4.2% |
| 7D | +2.6% | -0.2% | +2.7% | +2.8% |
| 30D | -0.9% | -2.4% | +1.5% | +2.2% |
| 3M | -8.7% | +3.9% | -12.7% | -12.1% |
| 6M | +136.3% | +12.4% | +123.9% | +108.2% |
| YTD | +123.0% | +21.5% | +101.5% | +78.2% |
| 1Y | +195.2% | +24.0% | +171.2% | +129.5% |
| 3Y | +336.3% | +49.7% | +286.6% | +165.0% |
| 5Y | +334.5% | +39.7% | +294.8% | +201.9% |
| 10Y | +6,259.1% | +169.0% | +6,090.1% | +1,614.0% |
| All | +1,190.7% | +1,153.0% | +37.7% | -66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling