+95.5%
AMD vs AEM
+17.3%
+78.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.7% | -8.7% | -3.7% |
| 7D | -15.5% | +0.2% | -15.7% | -15.6% |
| 30D | -22.6% | +0.1% | -22.7% | -22.7% |
| 3M | -5.7% | +22.1% | -27.8% | -18.0% |
| 6M | +43.1% | +2.4% | +40.7% | +38.3% |
| YTD | +128.2% | +8.9% | +119.3% | +96.4% |
| 1Y | +95.5% | +18.7% | +76.8% | +45.7% |
| All | +95.5% | +17.3% | +78.2% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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