+440.7%
AME vs IBB
+126.8%
+313.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.7% |
| 7D | +5.9% | -0.5% | +6.4% | +6.2% |
| 30D | -1.9% | +4.6% | -6.5% | -4.3% |
| 3M | -5.4% | +6.8% | -12.2% | -9.3% |
| 6M | +4.9% | +23.1% | -18.2% | -7.2% |
| YTD | +18.5% | +26.0% | -7.6% | +3.2% |
| 1Y | +25.5% | +30.4% | -4.9% | +7.2% |
| 3Y | +63.0% | +85.4% | -22.4% | +12.5% |
| 5Y | +78.3% | +39.7% | +38.6% | +42.5% |
| All | +440.7% | +126.8% | +313.9% | +212.6% |
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