+126.1%
AMD vs ED
+24.2%
+101.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.7% | +6.1% |
| 7D | +44.7% | -1.7% | +46.5% | +41.4% |
| 30D | -3.3% | +10.7% | -14.0% | +13.9% |
| 3M | +21.2% | +11.6% | +9.6% | +44.4% |
| 6M | +30.6% | +13.5% | +17.1% | +61.7% |
| YTD | +173.3% | +23.1% | +150.2% | +260.3% |
| 1Y | +126.1% | +23.1% | +103.0% | +200.9% |
| All | +126.1% | +24.2% | +101.9% | +200.9% |
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 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