+8,164.6%
AMD vs UL
+104.4%
+8,060.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.4% | +7.5% |
| 7D | +13.1% | -1.7% | +14.8% | +13.4% |
| 30D | -7.0% | +4.5% | -11.5% | -8.3% |
| 3M | +16.6% | +5.5% | +11.1% | +14.4% |
| 6M | +20.5% | +17.0% | +3.5% | +13.6% |
| YTD | +158.2% | +3.2% | +155.0% | +151.9% |
| 1Y | +132.8% | -1.9% | +134.7% | +130.3% |
| 3Y | +366.2% | +33.6% | +332.7% | +300.6% |
| 5Y | +278.7% | +31.5% | +247.2% | +221.4% |
| 10Y | +8,164.6% | +103.9% | +8,060.6% | +7,587.6% |
| All | +8,164.6% | +104.4% | +8,060.1% | +7,587.6% |
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