+7,228.2%
AMD vs AME
+465.0%
+6,763.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +4.2% | +9.1% | +9.5% |
| 7D | +8.9% | -1.5% | +10.5% | +11.5% |
| 30D | -16.4% | -4.2% | -12.2% | -11.9% |
| 3M | +5.2% | -5.9% | +11.2% | +12.7% |
| 6M | +11.7% | +2.8% | +8.9% | +12.3% |
| YTD | +137.5% | +16.6% | +120.9% | +115.8% |
| 1Y | +117.8% | +22.1% | +95.7% | +90.3% |
| 3Y | +348.1% | +64.7% | +283.4% | +200.2% |
| 5Y | +241.5% | +76.6% | +164.9% | +119.6% |
| 10Y | +7,228.2% | +443.9% | +6,784.4% | +3,013.1% |
| All | +7,228.2% | +465.0% | +6,763.2% | +3,013.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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