+6,882.0%
AMD vs FLR
+18.9%
+6,863.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.3% | +7.0% | +5.2% |
| 7D | +2.6% | +5.4% | -2.8% | +1.3% |
| 30D | -0.9% | +11.4% | -12.3% | -3.8% |
| 3M | -8.7% | +11.4% | -20.1% | -10.8% |
| 6M | +136.3% | +16.6% | +119.7% | +127.5% |
| YTD | +123.0% | +41.7% | +81.3% | +106.4% |
| 1Y | +195.2% | +35.4% | +159.8% | +176.1% |
| 3Y | +336.3% | +57.3% | +279.0% | +291.0% |
| 5Y | +334.5% | +241.0% | +93.5% | +246.5% |
| All | +6,882.0% | +18.9% | +6,863.2% | +6,751.9% |
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