+84.0%
AMD vs AEM
+17.1%
+66.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.3% | +9.7% | +10.4% |
| 7D | -11.0% | +15.8% | -26.9% | -17.7% |
| 30D | -30.5% | +6.2% | -36.7% | -32.6% |
| 3M | -8.2% | +14.3% | -22.6% | -16.0% |
| 6M | +6.6% | +1.4% | +5.2% | +3.1% |
| YTD | +109.7% | +13.7% | +95.9% | +79.0% |
| All | +84.0% | +17.1% | +66.9% | +51.6% |
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