+3,179.5%
AMD vs EME
+61,143.5%
-57,964.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +3.9% |
| 7D | +2.6% | +1.9% | +0.7% | +1.7% |
| 30D | -0.9% | -8.3% | +7.3% | +2.9% |
| 3M | -8.7% | -10.7% | +2.0% | -3.3% |
| 6M | +136.3% | +1.9% | +134.4% | +136.0% |
| YTD | +123.0% | +23.5% | +99.5% | +105.2% |
| 1Y | +195.2% | +18.0% | +177.2% | +177.1% |
| 3Y | +336.3% | +236.1% | +100.2% | +156.0% |
| 5Y | +334.5% | +527.9% | -193.4% | +95.8% |
| 10Y | +6,259.1% | +1,252.8% | +5,006.3% | +1,843.7% |
| All | +3,179.5% | +61,143.5% | -57,964.0% | +382.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling