-8.2%
AMD vs AEM
+17.8%
-26.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.3% | +9.7% | +10.8% |
| 7D | -11.0% | +15.8% | -26.9% | -14.4% |
| 30D | -30.5% | +6.2% | -36.7% | -30.8% |
| 3M | -8.2% | +14.3% | -22.6% | -8.9% |
| All | -8.2% | +17.8% | -26.0% | -8.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling