+105.9%
GILD vs AME
+59.6%
+46.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.0% | -1.3% |
| 7D | -4.8% | +1.7% | -6.6% | -5.1% |
| 30D | +5.8% | -6.4% | +12.2% | +7.0% |
| 3M | +14.9% | +7.1% | +7.8% | +13.1% |
| 6M | -0.4% | +8.2% | -8.5% | -2.2% |
| YTD | +18.5% | +18.2% | +0.4% | +14.7% |
| 1Y | +25.1% | +26.7% | -1.6% | +19.7% |
| 3Y | +105.9% | +60.7% | +45.2% | +86.1% |
| All | +105.9% | +59.6% | +46.3% | +86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling