+5,916.6%
AMD vs AU
+793.6%
+5,123.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.3% | +7.0% | +5.0% |
| 7D | +2.6% | -3.6% | +6.2% | +3.0% |
| 30D | -0.9% | +23.9% | -24.8% | -3.7% |
| 3M | -8.7% | +19.1% | -27.8% | -10.9% |
| 6M | +136.3% | -0.2% | +136.5% | +135.3% |
| YTD | +123.0% | +32.5% | +90.5% | +114.6% |
| 1Y | +195.2% | +96.9% | +98.2% | +171.6% |
| 3Y | +336.3% | +614.7% | -278.4% | +241.5% |
| 5Y | +334.5% | +647.7% | -313.2% | +232.7% |
| 10Y | +6,259.1% | +679.2% | +5,579.9% | +4,527.9% |
| All | +5,916.6% | +793.6% | +5,123.0% | +4,412.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling