+331.1%
AMD vs AME
+50.7%
+280.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.2% | +3.3% |
| 7D | +2.6% | +0.6% | +2.0% | +2.0% |
| 30D | -0.9% | -6.7% | +5.8% | +5.6% |
| 3M | -8.7% | +4.1% | -12.8% | -11.0% |
| 6M | +136.3% | +1.6% | +134.8% | +135.3% |
| YTD | +123.0% | +16.1% | +106.9% | +100.2% |
| 1Y | +195.2% | +27.3% | +167.8% | +144.6% |
| All | +331.1% | +50.7% | +280.3% | +180.6% |
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 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