+7,008.5%
AME vs IBB
+560.8%
+6,447.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +2.0% |
| 7D | +0.6% | +1.4% | -0.8% | -0.1% |
| 30D | -6.7% | +10.5% | -17.2% | -11.7% |
| 3M | +4.1% | +23.6% | -19.6% | -7.2% |
| 6M | +1.6% | +22.6% | -21.0% | -9.2% |
| YTD | +16.1% | +25.7% | -9.5% | +2.3% |
| 1Y | +27.3% | +51.4% | -24.0% | +1.7% |
| 3Y | +50.9% | +64.4% | -13.5% | +13.8% |
| 5Y | +81.4% | +22.1% | +59.2% | +57.3% |
| 10Y | +417.0% | +132.5% | +284.5% | +211.3% |
| All | +7,008.5% | +560.8% | +6,447.7% | +1,777.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling