+12.3%
AMD vs AUR
-34.5%
+46.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +3.2% | +11.6% | +13.2% |
| 7D | +6.5% | +6.6% | -0.1% | +3.5% |
| 30D | -15.3% | -22.0% | +6.7% | -6.4% |
| 3M | +9.7% | -34.8% | +44.5% | +30.9% |
| All | +12.3% | -34.5% | +46.8% | +31.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling