+993.0%
AMD vs IWD
+731.9%
+261.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.6% | -14.7% | -13.6% |
| 7D | -28.6% | -0.9% | -27.7% | -27.2% |
| 30D | -37.7% | +2.6% | -40.4% | -39.7% |
| 3M | -16.1% | +1.2% | -17.4% | -17.3% |
| 6M | +13.8% | +12.1% | +1.7% | -1.9% |
| YTD | +88.8% | +24.1% | +64.7% | +41.9% |
| 1Y | +57.8% | +28.5% | +29.3% | +13.1% |
| 3Y | +260.3% | +79.5% | +180.8% | +66.3% |
| 5Y | +196.6% | +70.3% | +126.3% | +56.0% |
| 10Y | +6,064.6% | +212.5% | +5,852.1% | +1,277.9% |
| All | +993.0% | +731.9% | +261.0% | -26.0% |
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 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