+32,991.5%
GILD vs AME
+15,332.3%
+17,659.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.0% |
| 3M | +14.9% | +7.1% | +7.8% | +11.9% |
| 6M | -0.4% | +8.2% | -8.5% | -3.5% |
| YTD | +18.5% | +18.2% | +0.4% | +11.3% |
| 1Y | +25.1% | +26.7% | -1.6% | +14.5% |
| 3Y | +105.9% | +60.7% | +45.2% | +71.0% |
| 5Y | +143.0% | +91.6% | +51.4% | +88.2% |
| 10Y | +162.4% | +441.1% | -278.7% | +36.7% |
| All | +32,991.5% | +15,332.3% | +17,659.2% | +6,271.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling