+199.0%
AMD vs UL
+31.0%
+168.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.5% | +13.6% | +11.0% |
| 7D | -11.0% | +1.1% | -12.2% | -11.1% |
| 30D | -30.5% | +8.2% | -38.7% | -30.7% |
| 3M | -8.2% | +4.5% | -12.8% | -8.4% |
| 6M | +6.6% | +12.6% | -6.0% | +5.2% |
| YTD | +109.7% | +3.5% | +106.1% | +109.4% |
| 1Y | +88.9% | -0.4% | +89.3% | +89.9% |
| 3Y | +301.8% | +36.0% | +265.8% | +255.4% |
| All | +199.0% | +31.0% | +168.1% | +159.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling