+11,477.5%
AMD vs EMR
+4,039.8%
+7,437.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +3.5% |
| 7D | +2.6% | -1.5% | +4.1% | +3.6% |
| 30D | -0.9% | -5.6% | +4.7% | +2.8% |
| 3M | -8.7% | +7.9% | -16.7% | -13.3% |
| 6M | +136.3% | +6.0% | +130.3% | +128.2% |
| YTD | +123.0% | +16.4% | +106.5% | +100.4% |
| 1Y | +195.2% | +16.6% | +178.6% | +164.5% |
| 3Y | +336.3% | +62.9% | +273.5% | +213.1% |
| 5Y | +334.5% | +60.1% | +274.4% | +217.2% |
| 10Y | +6,259.1% | +268.8% | +5,990.4% | +2,337.4% |
| All | +11,477.5% | +4,039.8% | +7,437.6% | +1,041.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling