+159.7%
GILD vs AME
+445.1%
-285.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.0% | -1.8% |
| 7D | -4.8% | +1.7% | -6.6% | -5.4% |
| 30D | +5.8% | -6.4% | +12.2% | +7.9% |
| 3M | +14.9% | +7.1% | +7.8% | +12.1% |
| 6M | -0.4% | +8.2% | -8.5% | -3.3% |
| YTD | +18.5% | +18.2% | +0.4% | +11.7% |
| 1Y | +25.1% | +26.7% | -1.6% | +15.1% |
| 3Y | +105.9% | +60.7% | +45.2% | +71.9% |
| 5Y | +143.0% | +91.6% | +51.4% | +88.5% |
| All | +159.7% | +445.1% | -285.3% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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