+8,077.9%
AMD vs UL
+106.3%
+7,971.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +6.5% | +2.6% | +3.9% | +5.8% |
| 30D | -15.3% | +6.8% | -22.0% | -16.9% |
| 3M | +9.7% | +5.7% | +4.0% | +7.6% |
| 6M | +13.2% | +15.9% | -2.7% | +7.1% |
| YTD | +140.6% | +4.3% | +136.3% | +134.3% |
| 1Y | +111.2% | -0.4% | +111.6% | +108.2% |
| 3Y | +334.4% | +35.0% | +299.5% | +272.8% |
| 5Y | +268.3% | +31.6% | +236.8% | +213.4% |
| 10Y | +8,077.9% | +104.6% | +7,973.3% | +7,533.7% |
| All | +8,077.9% | +106.3% | +7,971.7% | +7,533.7% |
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