+11,477.5%
AMD vs UL
+2,661.1%
+8,816.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.7% |
| 7D | +2.6% | -1.3% | +3.9% | +3.1% |
| 30D | -0.9% | +0.5% | -1.4% | -1.3% |
| 3M | -8.7% | +17.6% | -26.3% | -15.8% |
| 6M | +136.3% | -5.4% | +141.7% | +137.5% |
| YTD | +123.0% | +0.7% | +122.3% | +117.7% |
| 1Y | +195.2% | -9.3% | +204.4% | +198.7% |
| 3Y | +336.3% | +24.5% | +311.8% | +278.8% |
| 5Y | +334.5% | +23.2% | +311.3% | +273.6% |
| 10Y | +6,259.1% | +64.5% | +6,194.6% | +4,621.7% |
| All | +11,477.5% | +2,661.1% | +8,816.4% | +3,072.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling