+100.6%
AMD vs IRE
-84.4%
+185.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +14.0% | -9.3% | +2.2% |
| 7D | +2.6% | +54.8% | -52.2% | -5.6% |
| 30D | -0.9% | +18.4% | -19.3% | -6.3% |
| 3M | -8.7% | -66.7% | +58.0% | +1.2% |
| 6M | +136.3% | -52.3% | +188.7% | +130.2% |
| YTD | +123.0% | -52.3% | +175.3% | +107.9% |
| All | +100.6% | -84.4% | +185.1% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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