+337.5%
AMD vs IWD
+73.6%
+263.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +6.0% |
| 7D | +2.6% | -0.3% | +2.8% | +3.0% |
| 30D | -0.9% | +0.6% | -1.5% | -2.3% |
| 3M | -8.7% | +7.2% | -15.9% | -20.0% |
| 6M | +136.3% | +16.2% | +120.1% | +80.5% |
| YTD | +123.0% | +23.3% | +99.7% | +52.9% |
| 1Y | +195.2% | +29.6% | +165.6% | +85.6% |
| 3Y | +336.3% | +70.5% | +265.9% | +67.3% |
| All | +337.5% | +73.6% | +263.9% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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