+43.1%
AMD vs URI
+18.5%
+24.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.4% | +4.3% |
| 7D | -15.5% | -4.3% | -11.2% | -12.7% |
| 30D | -22.6% | +4.6% | -27.2% | -25.4% |
| 3M | -5.7% | -2.1% | -3.6% | -3.8% |
| 6M | +43.1% | +21.9% | +21.2% | +19.9% |
| All | +43.1% | +18.5% | +24.6% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 6mo: compounded portfolio wealth divided by compounded URI 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…
6mo analysis · Full analysis span regression · 6 months rolling