+11,477.5%
AMD vs ED
+2,217.3%
+9,260.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.3% | +6.0% | +5.1% |
| 7D | +2.6% | -0.2% | +2.8% | +2.6% |
| 30D | -0.9% | -0.1% | -0.8% | -0.9% |
| 3M | -8.7% | +3.9% | -12.7% | -10.3% |
| 6M | +136.3% | -3.0% | +139.4% | +136.1% |
| YTD | +123.0% | +10.7% | +112.3% | +113.2% |
| 1Y | +195.2% | +13.3% | +181.8% | +179.0% |
| 3Y | +336.3% | +34.5% | +301.8% | +277.2% |
| 5Y | +334.5% | +67.1% | +267.3% | +242.8% |
| 10Y | +6,259.1% | +103.0% | +6,156.1% | +4,316.0% |
| All | +11,477.5% | +2,217.3% | +9,260.2% | +2,677.0% |
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