+132.8%
AMD vs AME
+22.0%
+110.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.6% | +6.7% | +6.5% |
| 7D | +13.1% | +1.1% | +12.0% | +12.9% |
| 30D | -7.0% | -4.1% | -2.9% | -0.2% |
| 3M | +16.6% | -6.3% | +22.9% | +29.0% |
| 6M | +20.5% | +3.5% | +17.0% | +18.4% |
| YTD | +158.2% | +17.3% | +140.9% | +126.8% |
| 1Y | +132.8% | +22.0% | +110.8% | +102.4% |
| All | +132.8% | +22.0% | +110.8% | +102.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling