+132.8%
AMD vs IWM
+17.5%
+115.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.9% | +6.4% | +5.4% |
| 7D | +13.1% | -0.3% | +13.4% | +15.8% |
| 30D | -7.0% | +1.9% | -8.8% | -8.4% |
| 3M | +16.6% | -5.7% | +22.3% | +33.8% |
| 6M | +20.5% | -0.3% | +20.8% | +27.0% |
| YTD | +158.2% | +15.8% | +142.4% | +126.8% |
| 1Y | +132.8% | +17.1% | +115.7% | +103.9% |
| All | +132.8% | +17.5% | +115.3% | +103.9% |
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