+8,520.0%
AMD vs UL
+107.1%
+8,412.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.4% | +5.5% | +5.8% |
| 7D | +44.7% | -2.5% | +47.2% | +45.4% |
| 30D | -3.3% | +5.7% | -9.0% | -5.0% |
| 3M | +21.2% | +7.0% | +14.2% | +18.5% |
| 6M | +30.6% | +16.1% | +14.5% | +23.4% |
| YTD | +173.3% | +3.6% | +169.7% | +166.4% |
| 1Y | +126.1% | -1.4% | +127.5% | +123.4% |
| 3Y | +393.5% | +34.1% | +359.5% | +323.6% |
| 5Y | +295.8% | +32.0% | +263.8% | +235.6% |
| All | +8,520.0% | +107.1% | +8,412.9% | +8,057.5% |
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