+394.8%
AMD vs IVV
+77.0%
+317.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +4.0% |
| 7D | +14.0% | -0.4% | +14.4% | +14.7% |
| 30D | +11.0% | -1.4% | +12.3% | +14.3% |
| 3M | +9.6% | +3.7% | +5.9% | +2.1% |
| 6M | +157.1% | +13.0% | +144.1% | +102.8% |
| YTD | +143.3% | +12.4% | +130.9% | +95.4% |
| 1Y | +234.4% | +18.6% | +215.8% | +143.4% |
| All | +394.8% | +77.0% | +317.8% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 3y: compounded portfolio wealth divided by compounded IVV 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…
3y analysis · Full analysis span regression · 6 months rolling