+6,351.7%
AMD vs AEM
+361.1%
+5,990.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.3% | +9.7% | +10.8% |
| 7D | -11.0% | +15.8% | -26.9% | -14.1% |
| 30D | -30.5% | +6.2% | -36.7% | -31.5% |
| 3M | -8.2% | +14.3% | -22.6% | -11.4% |
| 6M | +6.6% | +1.4% | +5.2% | +5.4% |
| YTD | +109.7% | +13.7% | +95.9% | +102.7% |
| 1Y | +88.9% | +21.3% | +67.6% | +80.7% |
| 3Y | +301.8% | +309.9% | -8.1% | +206.3% |
| 5Y | +229.4% | +301.0% | -71.6% | +147.3% |
| All | +6,351.7% | +361.1% | +5,990.7% | +4,903.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling