+337.5%
AMD vs IVV
+82.6%
+254.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +5.6% |
| 7D | +2.6% | +0.1% | +2.5% | +2.2% |
| 30D | -0.9% | +0.1% | -1.0% | -1.2% |
| 3M | -8.7% | +2.0% | -10.7% | -10.9% |
| 6M | +136.3% | +13.0% | +123.3% | +88.8% |
| YTD | +123.0% | +13.6% | +109.4% | +77.4% |
| 1Y | +195.2% | +20.1% | +175.1% | +112.3% |
| 3Y | +336.3% | +77.6% | +258.7% | +48.0% |
| All | +337.5% | +82.6% | +254.9% | +59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling