+1,022.3%
AMD vs IYR
+713.1%
+309.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +1.3% | +13.4% | +13.8% |
| 7D | +6.5% | +2.1% | +4.4% | +5.2% |
| 30D | -15.3% | +7.2% | -22.4% | -19.5% |
| 3M | +9.7% | +0.4% | +9.3% | +9.1% |
| 6M | +13.2% | +1.4% | +11.7% | +10.5% |
| YTD | +140.6% | +11.3% | +129.2% | +119.2% |
| 1Y | +111.2% | +10.5% | +100.7% | +93.2% |
| 3Y | +334.4% | +41.7% | +292.7% | +227.5% |
| 5Y | +268.3% | +7.1% | +261.3% | +247.8% |
| 10Y | +8,077.9% | +89.1% | +7,988.9% | +4,931.8% |
| All | +1,022.3% | +713.1% | +309.2% | +126.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling