+195.2%
AMD vs IYR
+8.4%
+186.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +4.4% |
| 7D | +2.6% | -1.2% | +3.8% | +2.1% |
| 30D | -0.9% | -2.9% | +1.9% | -2.1% |
| 3M | -8.7% | +0.8% | -9.6% | -9.5% |
| 6M | +136.3% | +1.9% | +134.5% | +129.6% |
| YTD | +123.0% | +9.6% | +113.4% | +129.6% |
| 1Y | +195.2% | +8.1% | +187.1% | +189.9% |
| All | +195.2% | +8.4% | +186.8% | +189.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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