+337.5%
AMD vs AEM
+295.5%
+42.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +5.9% | +5.0% |
| 7D | +2.6% | -0.5% | +3.1% | +2.6% |
| 30D | -0.9% | +24.0% | -24.9% | -7.1% |
| 3M | -8.7% | +16.1% | -24.8% | -13.1% |
| 6M | +136.3% | -11.6% | +148.0% | +139.0% |
| YTD | +123.0% | +21.5% | +101.4% | +110.2% |
| 1Y | +195.2% | +39.2% | +156.0% | +170.5% |
| 3Y | +336.3% | +347.4% | -11.1% | +207.3% |
| All | +337.5% | +295.5% | +42.1% | +208.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling