+6.6%
AMD vs AU
-3.0%
+9.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.0% | +6.0% | +8.7% |
| 7D | -11.0% | +16.5% | -27.6% | -17.3% |
| 30D | -30.5% | +3.3% | -33.7% | -31.4% |
| 3M | -8.2% | +6.8% | -15.1% | -13.9% |
| 6M | +6.6% | -3.9% | +10.5% | +7.3% |
| All | +6.6% | -3.0% | +9.5% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 6mo: compounded portfolio wealth divided by compounded AU 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…
6mo analysis · Full analysis span regression · 6 months rolling