+7,228.2%
AMD vs ED
+132.0%
+7,096.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -0.1% | +13.4% | +13.3% |
| 7D | +8.9% | -0.1% | +9.0% | +8.9% |
| 30D | -16.4% | +11.6% | -27.9% | -16.2% |
| 3M | +5.2% | +10.5% | -5.3% | +5.5% |
| 6M | +11.7% | +13.2% | -1.5% | +11.8% |
| YTD | +137.5% | +22.1% | +115.3% | +135.9% |
| 1Y | +117.8% | +24.2% | +93.6% | +116.0% |
| 3Y | +348.1% | +46.9% | +301.2% | +326.4% |
| 5Y | +241.5% | +80.8% | +160.7% | +212.1% |
| 10Y | +7,228.2% | +134.3% | +7,094.0% | +6,903.2% |
| All | +7,228.2% | +132.0% | +7,096.2% | +6,903.2% |
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