+115.4%
AMD vs AUR
+0.7%
+114.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.2% | -5.5% | -7.4% |
| 7D | +18.9% | -4.5% | +23.5% | +21.3% |
| 30D | -6.4% | -16.6% | +10.2% | +0.1% |
| 3M | +10.6% | -38.5% | +49.0% | +31.7% |
| 6M | +19.9% | -49.9% | +69.8% | +50.6% |
| YTD | +149.4% | +9.6% | +139.7% | +144.4% |
| 1Y | +115.4% | +1.2% | +114.2% | +114.8% |
| All | +115.4% | +0.7% | +114.7% | +114.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling