+490.9%
AMD vs AUR
-55.9%
+546.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +9.4% | +1.6% | +9.0% |
| 7D | -11.0% | +1.1% | -12.2% | -11.1% |
| 30D | -30.5% | -22.9% | -7.6% | -26.6% |
| 3M | -8.2% | -35.0% | +26.7% | -0.1% |
| 6M | +6.6% | -39.3% | +45.9% | +17.3% |
| YTD | +109.7% | +14.8% | +94.8% | +102.1% |
| 1Y | +88.9% | +4.3% | +84.7% | +85.0% |
| 3Y | +301.8% | +125.0% | +176.8% | +190.3% |
| 5Y | +229.4% | -55.9% | +285.2% | +180.3% |
| All | +490.9% | -55.9% | +546.8% | +406.8% |
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 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