+1,190.7%
AMD vs IWD
+726.5%
+464.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +5.6% |
| 7D | +2.6% | -0.3% | +2.8% | +2.9% |
| 30D | -0.9% | +0.6% | -1.5% | -2.0% |
| 3M | -8.7% | +7.2% | -15.9% | -17.2% |
| 6M | +136.3% | +16.2% | +120.1% | +93.5% |
| YTD | +123.0% | +23.3% | +99.7% | +68.3% |
| 1Y | +195.2% | +29.6% | +165.6% | +108.6% |
| 3Y | +336.3% | +70.5% | +265.9% | +115.5% |
| 5Y | +334.5% | +73.5% | +261.0% | +121.6% |
| 10Y | +6,259.1% | +198.3% | +6,060.8% | +1,413.9% |
| All | +1,190.7% | +726.5% | +464.2% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling