+6,406.4%
AMD vs EL
+31.9%
+6,374.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.0% | +1.7% | +3.3% |
| 7D | +2.6% | +0.8% | +1.8% | +2.2% |
| 30D | -0.9% | +19.8% | -20.8% | -10.1% |
| 3M | -8.7% | +25.7% | -34.4% | -19.4% |
| 6M | +136.3% | +5.4% | +130.9% | +123.9% |
| YTD | +123.0% | +0.2% | +122.8% | +112.3% |
| 1Y | +195.2% | +20.4% | +174.7% | +154.5% |
| 3Y | +336.3% | -32.1% | +368.5% | +358.2% |
| 5Y | +334.5% | -67.2% | +401.7% | +621.2% |
| All | +6,406.4% | +31.9% | +6,374.5% | +5,061.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling