+6,351.7%
AMD vs FLR
+11.0%
+6,340.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.3% | +7.7% | +10.3% |
| 7D | -11.0% | -0.8% | -10.2% | -10.6% |
| 30D | -30.5% | -9.1% | -21.4% | -28.7% |
| 3M | -8.2% | -4.7% | -3.6% | -7.4% |
| 6M | +6.6% | -14.2% | +20.8% | +9.9% |
| YTD | +109.7% | +17.3% | +92.4% | +103.1% |
| 1Y | +88.9% | +4.3% | +84.6% | +87.3% |
| 3Y | +301.8% | +30.7% | +271.1% | +276.8% |
| 5Y | +229.4% | +101.3% | +128.1% | +187.8% |
| All | +6,351.7% | +11.0% | +6,340.7% | +7,140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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