+6,351.7%
AMD vs ED
+129.3%
+6,222.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.4% | +13.4% | +10.9% |
| 7D | -11.0% | +1.6% | -12.7% | -11.0% |
| 30D | -30.5% | +13.3% | -43.8% | -30.3% |
| 3M | -8.2% | +9.7% | -17.9% | -8.0% |
| 6M | +6.6% | +12.8% | -6.2% | +6.6% |
| YTD | +109.7% | +22.3% | +87.4% | +108.3% |
| 1Y | +88.9% | +26.3% | +62.6% | +87.1% |
| 3Y | +301.8% | +45.0% | +256.8% | +283.3% |
| 5Y | +229.4% | +80.2% | +149.2% | +201.0% |
| All | +6,351.7% | +129.3% | +6,222.5% | +6,041.8% |
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 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