+9,703.6%
AMD vs EMR
+4,305.0%
+5,398.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.6% | -12.7% | -14.1% |
| 7D | -28.6% | -4.8% | -23.8% | -25.7% |
| 30D | -37.7% | +0.7% | -38.5% | -37.5% |
| 3M | -16.1% | +0.4% | -16.5% | -15.8% |
| 6M | +13.8% | +18.4% | -4.6% | +3.2% |
| YTD | +88.8% | +23.9% | +64.9% | +64.1% |
| 1Y | +57.8% | +24.7% | +33.1% | +36.7% |
| 3Y | +260.3% | +86.4% | +173.9% | +138.2% |
| 5Y | +196.6% | +83.3% | +113.3% | +100.4% |
| 10Y | +6,064.6% | +320.2% | +5,744.5% | +2,080.8% |
| All | +9,703.6% | +4,305.0% | +5,398.6% | +834.6% |
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 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