+11,477.5%
AMD vs AME
+18,709.1%
-7,231.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.2% | +3.8% |
| 7D | +2.6% | +0.6% | +2.0% | +2.2% |
| 30D | -0.9% | -6.7% | +5.8% | +3.3% |
| 3M | -8.7% | +4.1% | -12.8% | -10.2% |
| 6M | +136.3% | +1.6% | +134.8% | +136.6% |
| YTD | +123.0% | +16.1% | +106.9% | +106.4% |
| 1Y | +195.2% | +27.3% | +167.8% | +156.9% |
| 3Y | +336.3% | +50.9% | +285.5% | +244.0% |
| 5Y | +334.5% | +81.4% | +253.1% | +215.0% |
| 10Y | +6,259.1% | +417.0% | +5,842.2% | +2,422.3% |
| All | +11,477.5% | +18,709.1% | -7,231.6% | +979.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling