+88.9%
AMD vs IWM
+13.2%
+75.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.0% | +10.0% | +8.9% |
| 7D | -11.0% | -2.0% | -9.0% | -5.7% |
| 30D | -30.5% | -1.5% | -29.0% | -26.8% |
| 3M | -8.2% | -8.0% | -0.2% | +10.7% |
| 6M | +6.6% | -4.1% | +10.7% | +21.4% |
| YTD | +109.7% | +11.9% | +97.7% | +96.5% |
| 1Y | +88.9% | +15.0% | +73.9% | +73.6% |
| All | +88.9% | +13.2% | +75.7% | +73.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling