+115.4%
AMD vs EME
+3.0%
+112.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.5% | -8.2% | -8.3% |
| 7D | +18.9% | +8.4% | +10.6% | +11.1% |
| 30D | -6.4% | -11.5% | +5.0% | +4.0% |
| 3M | +10.6% | -20.6% | +31.2% | +34.3% |
| 6M | +19.9% | -28.5% | +48.4% | +61.5% |
| YTD | +149.4% | +8.0% | +141.4% | +128.0% |
| 1Y | +115.4% | +6.8% | +108.6% | +99.2% |
| All | +115.4% | +3.0% | +112.4% | +99.2% |
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 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