+627.6%
AMD vs AUR
-54.0%
+681.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.1% | +6.2% | +7.1% |
| 7D | +13.1% | +12.7% | +0.4% | +10.5% |
| 30D | -7.0% | -18.7% | +11.8% | -2.8% |
| 3M | +16.6% | -33.8% | +50.4% | +26.6% |
| 6M | +20.5% | -36.6% | +57.2% | +31.6% |
| YTD | +158.2% | +19.8% | +138.4% | +146.8% |
| 1Y | +132.8% | +8.0% | +124.8% | +126.5% |
| 3Y | +366.2% | +153.4% | +212.8% | +228.9% |
| 5Y | +278.7% | -54.0% | +332.7% | +219.3% |
| All | +627.6% | -54.0% | +681.6% | +519.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling