+6,882.0%
AMD vs UL
+65.1%
+6,817.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.7% |
| 7D | +2.6% | -1.3% | +3.9% | +2.9% |
| 30D | -0.9% | +0.5% | -1.4% | -1.1% |
| 3M | -8.7% | +17.6% | -26.3% | -14.0% |
| 6M | +136.3% | -5.4% | +141.7% | +138.6% |
| YTD | +123.0% | +0.7% | +122.3% | +119.8% |
| 1Y | +195.2% | -9.3% | +204.4% | +200.5% |
| 3Y | +336.3% | +24.5% | +311.8% | +283.7% |
| 5Y | +334.5% | +23.2% | +311.3% | +276.6% |
| All | +6,882.0% | +65.1% | +6,817.0% | +6,623.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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