+6,351.7%
AMD vs URA
+278.3%
+6,073.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.4% | +6.6% | +8.6% |
| 7D | -11.0% | -4.1% | -6.9% | -8.3% |
| 30D | -30.5% | -19.0% | -11.5% | -21.0% |
| 3M | -8.2% | -25.1% | +16.9% | +8.3% |
| 6M | +6.6% | -44.5% | +51.1% | +48.1% |
| YTD | +109.7% | -24.3% | +134.0% | +147.6% |
| 1Y | +88.9% | -28.1% | +117.0% | +128.6% |
| 3Y | +301.8% | +40.7% | +261.2% | +231.2% |
| 5Y | +229.4% | +35.5% | +193.9% | +165.7% |
| All | +6,351.7% | +278.3% | +6,073.5% | +3,524.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling