+261.9%
AMD vs AME
+58.2%
+203.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -5.9% | -11.3% | -11.3% |
| 7D | -28.6% | -11.4% | -17.2% | -18.9% |
| 30D | -37.7% | -12.1% | -25.6% | -28.6% |
| 3M | -16.1% | -12.3% | -3.8% | -3.5% |
| 6M | +13.8% | -4.6% | +18.5% | +22.9% |
| YTD | +88.8% | +9.1% | +79.7% | +83.6% |
| 1Y | +57.8% | +13.3% | +44.5% | +49.1% |
| All | +261.9% | +58.2% | +203.7% | +164.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling