+6,307.3%
AMD vs AU
+714.1%
+5,593.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +6.9% | +6.4% | +12.4% |
| 7D | +8.9% | +20.8% | -11.9% | +6.5% |
| 30D | -16.4% | +5.5% | -21.9% | -16.8% |
| 3M | +5.2% | +3.9% | +1.3% | +4.6% |
| 6M | +11.7% | -5.4% | +17.2% | +12.1% |
| YTD | +137.5% | +20.7% | +116.8% | +131.2% |
| 1Y | +117.8% | +49.8% | +68.0% | +107.0% |
| 3Y | +348.1% | +565.6% | -217.5% | +255.5% |
| 5Y | +241.5% | +500.4% | -258.9% | +168.2% |
| 10Y | +7,228.2% | +795.4% | +6,432.8% | +5,174.7% |
| All | +6,307.3% | +714.1% | +5,593.2% | +4,761.9% |
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