+95.5%
AMD vs ED
+27.1%
+68.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +5.4% |
| 7D | -15.5% | +5.4% | -20.9% | -8.3% |
| 30D | -22.6% | +16.4% | -39.0% | -2.7% |
| 3M | -5.7% | +11.9% | -17.6% | +11.9% |
| 6M | +43.1% | +11.6% | +31.6% | +74.0% |
| YTD | +128.2% | +24.1% | +104.1% | +207.6% |
| 1Y | +95.5% | +26.9% | +68.6% | +169.8% |
| All | +95.5% | +27.1% | +68.4% | +169.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling