+6,882.0%
AMD vs EFX
+44.5%
+6,837.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -6.4% | +11.1% | +7.6% |
| 7D | +2.6% | -8.6% | +11.2% | +6.6% |
| 30D | -0.9% | +0.1% | -1.0% | -1.9% |
| 3M | -8.7% | +3.8% | -12.6% | -13.9% |
| 6M | +136.3% | -13.5% | +149.9% | +142.3% |
| YTD | +123.0% | -17.7% | +140.7% | +130.8% |
| 1Y | +195.2% | -25.6% | +220.8% | +218.5% |
| 3Y | +336.3% | -12.1% | +348.4% | +305.8% |
| 5Y | +334.5% | -33.8% | +368.3% | +371.2% |
| All | +6,882.0% | +44.5% | +6,837.5% | +4,493.4% |
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