+8,077.9%
AMD vs EME
+915.6%
+7,162.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +6.1% | +8.7% | +11.1% |
| 7D | +6.5% | -8.8% | +15.2% | +12.8% |
| 30D | -15.3% | -18.2% | +2.9% | -4.1% |
| 3M | +9.7% | -20.2% | +29.9% | +25.4% |
| 6M | +13.2% | -29.9% | +43.1% | +40.0% |
| YTD | +140.6% | +5.7% | +134.9% | +138.2% |
| 1Y | +111.2% | -1.5% | +112.6% | +117.5% |
| 3Y | +334.4% | +208.4% | +126.0% | +144.0% |
| 5Y | +268.3% | +401.9% | -133.5% | +61.3% |
| 10Y | +8,077.9% | +914.2% | +7,163.7% | +2,495.6% |
| All | +8,077.9% | +915.6% | +7,162.3% | +2,495.6% |
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