+8,077.9%
AMD vs ED
+136.7%
+7,941.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +0.6% | +14.1% | +14.8% |
| 7D | +6.5% | +2.1% | +4.4% | +6.6% |
| 30D | -15.3% | +12.4% | -27.7% | -15.0% |
| 3M | +9.7% | +13.1% | -3.4% | +10.1% |
| 6M | +13.2% | +14.1% | -0.9% | +13.4% |
| YTD | +140.6% | +23.1% | +117.5% | +139.4% |
| 1Y | +111.2% | +25.4% | +85.7% | +109.8% |
| 3Y | +334.4% | +47.9% | +286.6% | +314.8% |
| 5Y | +268.3% | +81.9% | +186.5% | +238.3% |
| 10Y | +8,077.9% | +141.3% | +7,936.7% | +8,306.9% |
| All | +8,077.9% | +136.7% | +7,941.2% | +8,306.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling