+126.1%
AMD vs AME
+22.2%
+103.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.6% | +5.3% | +5.0% |
| 7D | +44.7% | +8.1% | +36.6% | +30.1% |
| 30D | -3.3% | -3.8% | +0.4% | +3.2% |
| 3M | +21.2% | -6.6% | +27.8% | +34.7% |
| 6M | +30.6% | +4.6% | +26.0% | +26.6% |
| YTD | +173.3% | +17.9% | +155.4% | +134.5% |
| 1Y | +126.1% | +23.2% | +102.8% | +90.0% |
| All | +126.1% | +22.2% | +103.8% | +90.0% |
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