+5,710.3%
AMD vs URA
+262.4%
+5,448.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -5.3% | -12.0% | -14.3% |
| 7D | -28.6% | -13.3% | -15.3% | -22.2% |
| 30D | -37.7% | -25.9% | -11.8% | -25.9% |
| 3M | -16.1% | -27.8% | +11.7% | +0.8% |
| 6M | +13.8% | -42.8% | +56.7% | +56.5% |
| YTD | +88.8% | -27.5% | +116.3% | +128.0% |
| 1Y | +57.8% | -35.1% | +92.9% | +101.4% |
| 3Y | +260.3% | +31.1% | +229.2% | +207.8% |
| 5Y | +196.6% | +29.8% | +166.8% | +144.7% |
| All | +5,710.3% | +262.4% | +5,448.0% | +3,237.9% |
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