+88.6%
AMD vs IRE
-97.2%
+185.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +39.6% | -28.5% | +3.2% |
| 7D | -11.0% | -27.2% | +16.1% | -7.7% |
| 30D | -30.5% | -75.1% | +44.6% | -13.7% |
| 3M | -8.2% | -77.9% | +69.6% | +12.6% |
| 6M | +6.6% | -94.6% | +101.1% | +52.6% |
| YTD | +109.7% | -91.5% | +201.2% | +156.0% |
| 1Y | +88.9% | -97.8% | +186.7% | +168.7% |
| All | +88.6% | -97.2% | +185.9% | +153.1% |
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