+215.7%
AMD vs AUR
+10.3%
+205.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.7% | -2.3% |
| 7D | +10.4% | +0.2% | +10.2% | +10.4% |
| 30D | +6.2% | -8.9% | +15.1% | +9.9% |
| 3M | +11.3% | +4.6% | +6.7% | +9.3% |
| 6M | +147.8% | +44.9% | +102.9% | +112.1% |
| YTD | +135.2% | +64.8% | +70.3% | +87.3% |
| 1Y | +215.7% | +16.4% | +199.3% | +212.1% |
| All | +215.7% | +10.3% | +205.4% | +212.1% |
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 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