+5,557.2%
AMD vs AU
+661.9%
+4,895.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.0% | +6.0% | +10.4% |
| 7D | -11.0% | +16.5% | -27.6% | -12.7% |
| 30D | -30.5% | +3.3% | -33.7% | -30.7% |
| 3M | -8.2% | +6.8% | -15.1% | -9.2% |
| 6M | +6.6% | -3.9% | +10.5% | +6.8% |
| YTD | +109.7% | +12.9% | +96.7% | +105.7% |
| 1Y | +88.9% | +43.5% | +45.4% | +80.5% |
| 3Y | +301.8% | +445.5% | -143.7% | +225.6% |
| 5Y | +229.4% | +469.0% | -239.6% | +160.2% |
| 10Y | +6,745.1% | +698.3% | +6,046.8% | +4,886.9% |
| All | +5,557.2% | +661.9% | +4,895.3% | +4,225.2% |
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