+6,351.7%
AMD vs AME
+442.8%
+5,908.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.5% | +8.5% | +8.8% |
| 7D | -11.0% | -5.2% | -5.9% | -6.2% |
| 30D | -30.5% | -8.0% | -22.4% | -24.3% |
| 3M | -8.2% | -8.9% | +0.7% | +0.8% |
| 6M | +6.6% | -5.0% | +11.5% | +14.1% |
| YTD | +109.7% | +11.9% | +97.8% | +97.0% |
| 1Y | +88.9% | +16.6% | +72.3% | +71.4% |
| 3Y | +301.8% | +62.5% | +239.4% | +172.3% |
| 5Y | +229.4% | +67.6% | +161.8% | +120.8% |
| All | +6,351.7% | +442.8% | +5,908.9% | +2,887.7% |
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