+9,703.6%
AMD vs UL
+2,812.0%
+6,891.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.2% | -18.4% | -17.7% |
| 7D | -28.6% | +5.5% | -34.1% | -30.2% |
| 30D | -37.7% | +11.4% | -49.1% | -40.7% |
| 3M | -16.1% | +6.0% | -22.1% | -18.8% |
| 6M | +13.8% | +18.0% | -4.2% | +4.1% |
| YTD | +88.8% | +6.2% | +82.6% | +79.0% |
| 1Y | +57.8% | +1.5% | +56.3% | +51.7% |
| 3Y | +260.3% | +39.8% | +220.5% | +196.2% |
| 5Y | +196.6% | +34.3% | +162.3% | +144.4% |
| 10Y | +6,064.6% | +102.6% | +5,962.0% | +4,056.2% |
| All | +9,703.6% | +2,812.0% | +6,891.6% | +2,508.8% |
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