+295.7%
AMD vs ED
+47.6%
+248.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.4% | +13.4% | +8.9% |
| 7D | -11.0% | +1.6% | -12.7% | -9.4% |
| 30D | -30.5% | +13.3% | -43.8% | -22.0% |
| 3M | -8.2% | +9.7% | -17.9% | +0.3% |
| 6M | +6.6% | +12.8% | -6.2% | +20.3% |
| YTD | +109.7% | +22.3% | +87.4% | +149.8% |
| 1Y | +88.9% | +26.3% | +62.6% | +130.1% |
| All | +295.7% | +47.6% | +248.0% | +398.1% |
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