+401.2%
AMD vs IYR
+41.6%
+359.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.6% | +6.5% | +6.1% |
| 7D | +44.7% | -0.1% | +44.8% | +44.8% |
| 30D | -3.3% | +5.7% | -9.0% | -5.5% |
| 3M | +21.2% | -0.6% | +21.8% | +21.8% |
| 6M | +30.6% | +0.5% | +30.0% | +29.2% |
| YTD | +173.3% | +10.4% | +162.9% | +155.2% |
| 1Y | +126.1% | +9.2% | +116.9% | +112.5% |
| All | +401.2% | +41.6% | +359.6% | +307.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling