+9,703.6%
AMD vs ED
+2,522.9%
+7,180.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.9% | -18.2% | -17.5% |
| 7D | -28.6% | +5.2% | -33.8% | -29.7% |
| 30D | -37.7% | +15.5% | -53.3% | -40.5% |
| 3M | -16.1% | +13.0% | -29.1% | -19.3% |
| 6M | +13.8% | +13.1% | +0.7% | +8.6% |
| YTD | +88.8% | +25.3% | +63.5% | +73.6% |
| 1Y | +57.8% | +30.5% | +27.2% | +42.8% |
| 3Y | +260.3% | +49.3% | +210.9% | +202.1% |
| 5Y | +196.6% | +84.6% | +112.0% | +127.6% |
| 10Y | +6,064.6% | +135.4% | +5,929.2% | +3,974.0% |
| All | +9,703.6% | +2,522.9% | +7,180.7% | +2,161.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling