+337.5%
AMD vs EME
+529.3%
-191.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +3.4% |
| 7D | +2.6% | +1.9% | +0.7% | +1.2% |
| 30D | -0.9% | -8.3% | +7.3% | +5.1% |
| 3M | -8.7% | -10.7% | +2.0% | -0.7% |
| 6M | +136.3% | +1.9% | +134.4% | +133.8% |
| YTD | +123.0% | +23.5% | +99.5% | +93.9% |
| 1Y | +195.2% | +18.0% | +177.2% | +162.4% |
| 3Y | +336.3% | +236.1% | +100.2% | +76.2% |
| All | +337.5% | +529.3% | -191.7% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling