+7,765.4%
AMD vs EFX
+80.5%
+7,684.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.7% | -9.5% | -9.0% |
| 7D | +18.9% | -0.8% | +19.7% | +19.2% |
| 30D | -6.4% | +25.1% | -31.6% | -16.6% |
| 3M | +10.6% | +1.7% | +8.9% | +6.6% |
| 6M | +19.9% | +18.4% | +1.5% | +3.7% |
| YTD | +149.4% | -12.5% | +161.9% | +145.9% |
| 1Y | +115.4% | -8.1% | +123.5% | +105.7% |
| 3Y | +357.3% | +4.8% | +352.5% | +279.5% |
| 5Y | +261.1% | -30.1% | +291.2% | +274.2% |
| All | +7,765.4% | +80.5% | +7,684.9% | +4,150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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