+8,077.9%
AMD vs AME
+438.4%
+7,639.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +6.5% | -4.1% | +10.6% | +11.5% |
| 30D | -15.3% | -4.1% | -11.1% | -10.8% |
| 3M | +9.7% | -5.6% | +15.3% | +17.2% |
| 6M | +13.2% | +2.8% | +10.3% | +13.7% |
| YTD | +140.6% | +16.6% | +124.0% | +118.4% |
| 1Y | +111.2% | +21.1% | +90.1% | +85.6% |
| 3Y | +334.4% | +61.1% | +273.4% | +195.5% |
| 5Y | +268.3% | +76.6% | +191.8% | +136.2% |
| 10Y | +8,077.9% | +431.3% | +7,646.6% | +3,024.6% |
| All | +8,077.9% | +438.4% | +7,639.5% | +3,024.6% |
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