+196.6%
AMD vs ED
+86.8%
+109.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.9% | -18.2% | -16.9% |
| 7D | -28.6% | +5.2% | -33.8% | -27.3% |
| 30D | -37.7% | +15.5% | -53.3% | -34.5% |
| 3M | -16.1% | +13.0% | -29.1% | -12.3% |
| 6M | +13.8% | +13.1% | +0.7% | +19.6% |
| YTD | +88.8% | +25.3% | +63.5% | +101.1% |
| 1Y | +57.8% | +30.5% | +27.2% | +68.8% |
| 3Y | +260.3% | +49.3% | +210.9% | +270.4% |
| 5Y | +196.6% | +84.6% | +112.0% | +221.1% |
| All | +196.6% | +86.8% | +109.8% | +221.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling