+578.0%
AMD vs AUR
-54.5%
+632.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +3.2% | +11.6% | +14.1% |
| 7D | +6.5% | +6.6% | -0.1% | +5.2% |
| 30D | -15.3% | -22.0% | +6.7% | -10.8% |
| 3M | +9.7% | -34.8% | +44.5% | +19.5% |
| 6M | +13.2% | -35.7% | +48.9% | +23.2% |
| YTD | +140.6% | +18.5% | +122.1% | +130.5% |
| 1Y | +111.2% | +4.4% | +106.8% | +106.8% |
| 3Y | +334.4% | +150.7% | +183.8% | +207.1% |
| 5Y | +268.3% | -53.6% | +321.9% | +209.3% |
| All | +578.0% | -54.5% | +632.5% | +478.1% |
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