+6,351.7%
AMD vs UL
+96.4%
+6,255.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.5% | +13.6% | +11.6% |
| 7D | -11.0% | +1.1% | -12.2% | -11.4% |
| 30D | -30.5% | +8.2% | -38.7% | -32.1% |
| 3M | -8.2% | +4.5% | -12.8% | -9.8% |
| 6M | +6.6% | +12.6% | -6.0% | +1.6% |
| YTD | +109.7% | +3.5% | +106.1% | +104.3% |
| 1Y | +88.9% | -0.4% | +89.3% | +85.9% |
| 3Y | +301.8% | +36.0% | +265.8% | +242.0% |
| 5Y | +229.4% | +30.9% | +198.4% | +179.5% |
| All | +6,351.7% | +96.4% | +6,255.3% | +5,562.1% |
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