+3,661.9%
AMD vs EL
+1,750.9%
+1,911.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.9% | -13.3% | -15.5% |
| 7D | -28.6% | -1.1% | -27.5% | -28.0% |
| 30D | -37.7% | +15.3% | -53.0% | -41.8% |
| 3M | -16.1% | +24.2% | -40.3% | -25.5% |
| 6M | +13.8% | +30.9% | -17.0% | -2.3% |
| YTD | +88.8% | +3.9% | +85.0% | +75.7% |
| 1Y | +57.8% | +19.9% | +37.9% | +36.8% |
| 3Y | +260.3% | +2.5% | +257.8% | +208.0% |
| 5Y | +196.6% | -66.7% | +263.3% | +337.1% |
| 10Y | +6,064.6% | +54.9% | +6,009.8% | +4,156.7% |
| All | +3,661.9% | +1,750.9% | +1,911.0% | +844.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling