+261.9%
AMD vs ED
+48.1%
+213.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.9% | -18.2% | -16.4% |
| 7D | -28.6% | +5.2% | -33.8% | -25.2% |
| 30D | -37.7% | +15.5% | -53.3% | -29.1% |
| 3M | -16.1% | +13.0% | -29.1% | -6.1% |
| 6M | +13.8% | +13.1% | +0.7% | +29.4% |
| YTD | +88.8% | +25.3% | +63.5% | +129.3% |
| 1Y | +57.8% | +30.5% | +27.2% | +96.9% |
| All | +261.9% | +48.1% | +213.8% | +374.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling