+993.0%
AMD vs IWM
+737.1%
+255.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.6% | -12.7% | -11.3% |
| 7D | -28.6% | -4.6% | -24.0% | -23.3% |
| 30D | -37.7% | -3.7% | -34.0% | -33.9% |
| 3M | -16.1% | -9.4% | -6.7% | -3.7% |
| 6M | +13.8% | -3.6% | +17.5% | +23.6% |
| YTD | +88.8% | +10.8% | +78.0% | +73.4% |
| 1Y | +57.8% | +11.9% | +45.9% | +43.2% |
| 3Y | +260.3% | +60.6% | +199.7% | +105.7% |
| 5Y | +196.6% | +19.2% | +177.4% | +161.0% |
| 10Y | +6,064.6% | +165.3% | +5,899.3% | +1,749.1% |
| All | +993.0% | +737.1% | +255.9% | -35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling