+424.3%
AME vs IBB
+122.6%
+301.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +1.2% |
| 7D | +2.8% | -1.7% | +4.4% | +3.7% |
| 30D | -6.3% | +4.9% | -11.1% | -8.9% |
| 3M | +5.4% | +24.2% | -18.8% | -6.7% |
| 6M | +7.4% | +23.8% | -16.4% | -4.9% |
| YTD | +16.2% | +23.0% | -6.8% | +3.0% |
| 1Y | +26.8% | +46.2% | -19.4% | +2.2% |
| 3Y | +57.5% | +64.8% | -7.3% | +16.9% |
| 5Y | +84.8% | +20.9% | +63.9% | +61.2% |
| 10Y | +424.3% | +121.6% | +302.7% | +217.9% |
| All | +424.3% | +122.6% | +301.7% | +217.9% |
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