+132.8%
AMD vs UL
-2.4%
+135.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.4% | +6.6% |
| 7D | +13.1% | -1.7% | +14.8% | +12.1% |
| 30D | -7.0% | +4.5% | -11.5% | -3.6% |
| 3M | +16.6% | +5.5% | +11.1% | +21.6% |
| 6M | +20.5% | +17.0% | +3.5% | +30.4% |
| YTD | +158.2% | +3.2% | +155.0% | +174.9% |
| 1Y | +132.8% | -1.9% | +134.7% | +145.0% |
| All | +132.8% | -2.4% | +135.2% | +145.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling