+585.7%
AMD vs AUR
-35.0%
+620.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.1% |
| 7D | +14.0% | +11.1% | +2.9% | +11.5% |
| 30D | +11.0% | -6.9% | +17.9% | +12.3% |
| 3M | +9.6% | +5.5% | +4.1% | +8.3% |
| 6M | +157.1% | +41.0% | +116.1% | +138.3% |
| YTD | +143.3% | +69.3% | +74.1% | +116.7% |
| 1Y | +234.4% | +14.0% | +220.4% | +220.0% |
| 3Y | +391.2% | +90.1% | +301.1% | +267.4% |
| 5Y | +390.9% | -34.4% | +425.3% | +284.6% |
| All | +585.7% | -35.0% | +620.7% | +443.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 10y: compounded portfolio wealth divided by compounded AUR 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…
10y analysis · Full analysis span regression · 6 months rolling