+115.4%
AMD vs EMR
+29.1%
+86.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | 0.0% | -8.8% | -8.8% |
| 7D | +18.9% | +2.8% | +16.1% | +16.1% |
| 30D | -6.4% | +3.7% | -10.1% | -7.9% |
| 3M | +10.6% | +2.0% | +8.5% | +10.1% |
| 6M | +19.9% | +22.1% | -2.2% | +2.9% |
| YTD | +149.4% | +27.2% | +122.1% | +104.1% |
| 1Y | +115.4% | +32.0% | +83.4% | +70.6% |
| All | +115.4% | +29.1% | +86.3% | +70.6% |
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