+6,882.0%
AMD vs IWM
+169.4%
+6,712.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.4% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | -0.9% | -1.3% | +0.3% | +0.6% |
| 3M | -8.7% | +1.6% | -10.3% | -9.0% |
| 6M | +136.3% | +13.6% | +122.8% | +108.8% |
| YTD | +123.0% | +20.8% | +102.2% | +84.6% |
| 1Y | +195.2% | +26.4% | +168.8% | +132.3% |
| 3Y | +336.3% | +60.7% | +275.7% | +160.1% |
| 5Y | +334.5% | +38.2% | +296.3% | +220.0% |
| All | +6,882.0% | +169.4% | +6,712.6% | +2,469.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWM.
Daily Out/Under-Performance
Portfolio return minus IWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWM 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 10y: compounded portfolio wealth divided by compounded IWM 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…
10y analysis · Full analysis span regression · 6 months rolling