+54.3%
AME vs IBB
+64.8%
-10.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.9% |
| 7D | +0.6% | +1.4% | -0.8% | 0.0% |
| 30D | -6.7% | +10.5% | -17.2% | -10.9% |
| 3M | +4.1% | +23.6% | -19.6% | -5.7% |
| 6M | +1.6% | +22.6% | -21.0% | -7.8% |
| YTD | +16.1% | +25.7% | -9.5% | +4.2% |
| 1Y | +27.3% | +51.4% | -24.0% | +5.1% |
| All | +54.3% | +64.8% | -10.6% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling