+11,477.5%
AMD vs EFX
+6,408.3%
+5,069.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -6.4% | +11.1% | +7.9% |
| 7D | +2.6% | -8.6% | +11.2% | +7.0% |
| 30D | -0.9% | +0.1% | -1.0% | -2.0% |
| 3M | -8.7% | +3.8% | -12.6% | -14.0% |
| 6M | +136.3% | -13.5% | +149.9% | +141.2% |
| YTD | +123.0% | -17.7% | +140.7% | +129.4% |
| 1Y | +195.2% | -25.6% | +220.8% | +215.6% |
| 3Y | +336.3% | -12.1% | +348.4% | +312.6% |
| 5Y | +334.5% | -33.8% | +368.3% | +379.5% |
| 10Y | +6,259.1% | +45.1% | +6,214.0% | +4,314.6% |
| All | +11,477.5% | +6,408.3% | +5,069.2% | +1,725.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling