+199.0%
AMD vs EME
+358.3%
-159.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.2% | +8.8% | +9.4% |
| 7D | -11.0% | -10.5% | -0.6% | -3.4% |
| 30D | -30.5% | -22.4% | -8.1% | -15.8% |
| 3M | -8.2% | -24.7% | +16.5% | +12.9% |
| 6M | +6.6% | -35.5% | +42.0% | +47.4% |
| YTD | +109.7% | -0.3% | +110.0% | +112.6% |
| 1Y | +88.9% | -6.7% | +95.6% | +101.0% |
| 3Y | +301.8% | +190.6% | +111.2% | +69.9% |
| All | +199.0% | +358.3% | -159.2% | -29.4% |
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