+111.2%
AMD vs AME
+21.9%
+89.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +4.2% | +10.5% | +8.4% |
| 7D | +6.5% | -4.1% | +10.6% | +13.5% |
| 30D | -15.3% | -4.1% | -11.1% | -9.0% |
| 3M | +9.7% | -5.6% | +15.3% | +20.3% |
| 6M | +13.2% | +2.8% | +10.3% | +12.2% |
| YTD | +140.6% | +16.6% | +124.0% | +112.6% |
| 1Y | +111.2% | +21.1% | +90.1% | +84.6% |
| All | +111.2% | +21.9% | +89.3% | +84.6% |
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 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