+95.5%
AMD vs EME
-3.1%
+98.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.6% | +10.6% | +9.1% |
| 7D | -15.5% | -5.8% | -9.7% | -12.0% |
| 30D | -22.6% | -17.9% | -4.7% | -9.2% |
| 3M | -5.7% | -22.0% | +16.2% | +15.2% |
| 6M | +43.1% | -29.7% | +72.8% | +95.6% |
| YTD | +128.2% | +4.7% | +123.5% | +107.5% |
| 1Y | +95.5% | -2.1% | +97.6% | +96.8% |
| All | +95.5% | -3.1% | +98.6% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling