+10.9%
AMD vs AU
-7.0%
+17.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +6.9% | +6.4% | +9.9% |
| 7D | +8.9% | +20.8% | -11.9% | +0.3% |
| 30D | -16.4% | +5.5% | -21.9% | -18.4% |
| 3M | +5.2% | +3.9% | +1.3% | +1.8% |
| All | +10.9% | -7.0% | +17.9% | +17.8% |
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