+132.8%
AMD vs EMR
+30.3%
+102.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.3% | +7.6% | +7.6% |
| 7D | +13.1% | -2.0% | +15.1% | +16.2% |
| 30D | -7.0% | +2.8% | -9.8% | -7.8% |
| 3M | +16.6% | +2.0% | +14.6% | +16.0% |
| 6M | +20.5% | +20.7% | -0.2% | +3.8% |
| YTD | +158.2% | +27.3% | +130.9% | +105.6% |
| 1Y | +132.8% | +31.0% | +101.8% | +79.8% |
| All | +132.8% | +30.3% | +102.5% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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