+1,106.8%
AMD vs IVV
+758.8%
+348.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.6% | +6.5% | +6.9% |
| 7D | +10.0% | +0.5% | +9.5% | +9.0% |
| 30D | +4.6% | -1.0% | +5.6% | +6.2% |
| 3M | +3.1% | +3.9% | -0.7% | -1.9% |
| 6M | +162.8% | +14.5% | +148.3% | +116.2% |
| YTD | +136.2% | +12.9% | +123.2% | +100.0% |
| 1Y | +234.0% | +19.4% | +214.7% | +161.1% |
| 3Y | +376.7% | +78.8% | +297.9% | +104.0% |
| 5Y | +376.3% | +82.2% | +294.2% | +115.8% |
| 10Y | +8,017.8% | +313.7% | +7,704.2% | +930.9% |
| All | +1,106.8% | +758.8% | +348.1% | -29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling