+10,785.8%
AMD vs EMR
+4,298.0%
+6,487.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.2% | +11.2% | +11.1% |
| 7D | -11.0% | -1.6% | -9.5% | -9.7% |
| 30D | -30.5% | +2.0% | -32.4% | -30.8% |
| 3M | -8.2% | +3.8% | -12.0% | -9.9% |
| 6M | +6.6% | +10.5% | -4.0% | +0.7% |
| YTD | +109.7% | +23.7% | +86.0% | +82.4% |
| 1Y | +88.9% | +25.4% | +63.5% | +63.0% |
| 3Y | +301.8% | +86.6% | +215.3% | +165.5% |
| 5Y | +229.4% | +83.0% | +146.3% | +122.7% |
| 10Y | +6,745.1% | +319.5% | +6,425.6% | +2,323.9% |
| All | +10,785.8% | +4,298.0% | +6,487.8% | +938.8% |
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 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