+8,017.8%
AMD vs EME
+1,278.1%
+6,739.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.5% | +3.4% | +4.4% |
| 7D | +10.0% | +5.2% | +4.9% | +7.0% |
| 30D | +4.6% | -5.4% | +10.0% | +7.8% |
| 3M | +3.1% | -6.1% | +9.2% | +7.2% |
| 6M | +162.8% | +9.7% | +153.2% | +151.4% |
| YTD | +136.2% | +26.6% | +109.6% | +110.0% |
| 1Y | +234.0% | +24.6% | +209.4% | +198.7% |
| 3Y | +376.7% | +249.6% | +127.1% | +148.6% |
| 5Y | +376.3% | +556.6% | -180.2% | +82.6% |
| 10Y | +8,017.8% | +1,286.6% | +6,731.2% | +2,197.7% |
| All | +8,017.8% | +1,278.1% | +6,739.8% | +2,197.7% |
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