+7,765.4%
AMD vs UL
+109.3%
+7,656.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.1% | -9.8% | -9.0% |
| 7D | +18.9% | +1.1% | +17.8% | +18.7% |
| 30D | -6.4% | +4.5% | -10.9% | -7.8% |
| 3M | +10.6% | +6.5% | +4.1% | +8.3% |
| 6M | +19.9% | +18.2% | +1.7% | +12.8% |
| YTD | +149.4% | +4.7% | +144.7% | +142.6% |
| 1Y | +115.4% | +0.8% | +114.6% | +111.5% |
| 3Y | +357.3% | +35.9% | +321.4% | +291.1% |
| 5Y | +261.1% | +33.4% | +227.7% | +205.5% |
| All | +7,765.4% | +109.3% | +7,656.1% | +7,326.1% |
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