+612.7%
AMD vs U
-29.6%
+642.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +5.2% | -14.0% | -10.2% |
| 7D | +18.9% | +2.6% | +16.4% | +17.9% |
| 30D | -6.4% | +27.6% | -34.0% | -13.6% |
| 3M | +10.6% | +15.3% | -4.8% | +4.6% |
| 6M | +19.9% | +96.4% | -76.5% | -3.3% |
| YTD | +149.4% | +19.6% | +129.8% | +122.7% |
| 1Y | +115.4% | +42.1% | +73.3% | +82.8% |
| 3Y | +357.3% | +87.5% | +269.7% | +223.7% |
| 5Y | +261.1% | -73.1% | +334.3% | +277.1% |
| All | +612.7% | -29.6% | +642.3% | +519.5% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 10y: compounded portfolio wealth divided by compounded U 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…
10y analysis · Full analysis span regression · 6 months rolling