+8,520.0%
AMD vs EME
+910.4%
+7,609.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.6% | +6.5% | +6.2% |
| 7D | +44.7% | +11.3% | +33.4% | +36.4% |
| 30D | -3.3% | -14.6% | +11.2% | +6.6% |
| 3M | +21.2% | -20.4% | +41.6% | +38.7% |
| 6M | +30.6% | -28.3% | +58.8% | +59.3% |
| YTD | +173.3% | +8.6% | +164.7% | +166.5% |
| 1Y | +126.1% | +3.2% | +122.8% | +126.8% |
| 3Y | +393.5% | +216.8% | +176.8% | +173.2% |
| 5Y | +295.8% | +417.5% | -121.7% | +70.7% |
| All | +8,520.0% | +910.4% | +7,609.7% | +2,670.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling