+1,292.5%
AMD vs IJR
+1,121.6%
+170.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +2.6% | +12.2% | +11.5% |
| 7D | +6.5% | +0.1% | +6.4% | +7.5% |
| 30D | -15.3% | +2.6% | -17.9% | -17.1% |
| 3M | +9.7% | -4.3% | +14.0% | +17.2% |
| 6M | +13.2% | +2.7% | +10.5% | +12.0% |
| YTD | +140.6% | +18.5% | +122.1% | +100.5% |
| 1Y | +111.2% | +20.1% | +91.1% | +72.7% |
| 3Y | +334.4% | +61.7% | +272.7% | +142.2% |
| 5Y | +268.3% | +28.5% | +239.8% | +187.4% |
| 10Y | +8,077.9% | +161.6% | +7,916.4% | +2,214.3% |
| All | +1,292.5% | +1,121.6% | +170.8% | -62.5% |
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