+444.6%
AME vs IBB
+156.3%
+288.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.6% |
| 7D | -5.2% | -1.8% | -3.3% | -4.3% |
| 30D | -8.0% | +5.1% | -13.1% | -10.5% |
| 3M | -8.9% | +10.7% | -19.6% | -14.3% |
| 6M | -5.0% | +22.9% | -27.9% | -15.8% |
| YTD | +11.9% | +26.7% | -14.8% | -2.7% |
| 1Y | +16.6% | +35.1% | -18.5% | -2.2% |
| 3Y | +62.5% | +80.2% | -17.7% | +14.2% |
| 5Y | +67.6% | +37.8% | +29.8% | +35.2% |
| All | +444.6% | +156.3% | +288.3% | +212.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling