+3,263.0%
AMD vs ITOT
+871.0%
+2,392.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +2.1% | +12.7% | +11.5% |
| 7D | +6.5% | -0.5% | +7.0% | +8.8% |
| 30D | -15.3% | -3.4% | -11.8% | -8.6% |
| 3M | +9.7% | -3.1% | +12.8% | +17.9% |
| 6M | +13.2% | +2.2% | +11.0% | +14.3% |
| YTD | +140.6% | +11.0% | +129.5% | +116.9% |
| 1Y | +111.2% | +11.4% | +99.8% | +90.1% |
| 3Y | +334.4% | +76.4% | +258.1% | +105.3% |
| 5Y | +268.3% | +65.1% | +203.3% | +109.6% |
| 10Y | +8,077.9% | +287.4% | +7,790.6% | +1,330.4% |
| All | +3,263.0% | +871.0% | +2,392.0% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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