+9,703.6%
AMD vs AME
+17,569.3%
-7,865.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -5.9% | -11.3% | -13.6% |
| 7D | -28.6% | -11.4% | -17.2% | -22.6% |
| 30D | -37.7% | -12.1% | -25.6% | -32.0% |
| 3M | -16.1% | -12.3% | -3.8% | -8.1% |
| 6M | +13.8% | -4.6% | +18.5% | +19.8% |
| YTD | +88.8% | +9.1% | +79.7% | +83.5% |
| 1Y | +57.8% | +13.3% | +44.5% | +49.9% |
| 3Y | +260.3% | +58.2% | +202.1% | +179.1% |
| 5Y | +196.6% | +63.4% | +133.2% | +131.3% |
| 10Y | +6,064.6% | +436.7% | +5,627.9% | +2,328.8% |
| All | +9,703.6% | +17,569.3% | -7,865.7% | +859.4% |
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