+331.1%
AMD vs UL
+25.2%
+305.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.7% |
| 7D | +2.6% | -1.3% | +3.9% | +2.1% |
| 30D | -0.9% | +0.5% | -1.4% | -0.6% |
| 3M | -8.7% | +17.6% | -26.3% | -4.8% |
| 6M | +136.3% | -5.4% | +141.7% | +137.3% |
| YTD | +123.0% | +0.7% | +122.3% | +127.4% |
| 1Y | +195.2% | -9.3% | +204.4% | +198.6% |
| All | +331.1% | +25.2% | +305.8% | +361.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling