+357.3%
AMD vs AEM
+301.1%
+56.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | 0.0% | -8.8% | -8.8% |
| 7D | +18.9% | -6.8% | +25.8% | +21.4% |
| 30D | -6.4% | +0.8% | -7.3% | -7.0% |
| 3M | +10.6% | -0.8% | +11.4% | +9.8% |
| 6M | +19.9% | -8.5% | +28.4% | +20.7% |
| YTD | +149.4% | +5.9% | +143.4% | +143.3% |
| 1Y | +115.4% | +6.6% | +108.8% | +109.7% |
| 3Y | +357.3% | +302.2% | +55.1% | +304.2% |
| All | +357.3% | +301.1% | +56.2% | +304.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling