+268.3%
AMD vs AME
+76.9%
+191.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +4.2% | +10.5% | +9.9% |
| 7D | +6.5% | -4.1% | +10.6% | +12.7% |
| 30D | -15.3% | -4.1% | -11.1% | -9.7% |
| 3M | +9.7% | -5.6% | +15.3% | +19.0% |
| 6M | +13.2% | +2.8% | +10.3% | +13.3% |
| YTD | +140.6% | +16.6% | +124.0% | +111.8% |
| 1Y | +111.2% | +21.1% | +90.1% | +78.5% |
| 3Y | +334.4% | +61.1% | +273.4% | +149.8% |
| 5Y | +268.3% | +76.6% | +191.8% | +79.9% |
| All | +268.3% | +76.9% | +191.5% | +79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling