+376.7%
AMD vs FLR
+60.4%
+316.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.8% | +5.1% | +5.5% |
| 7D | +10.0% | +0.7% | +9.4% | +9.6% |
| 30D | +4.6% | -0.7% | +5.3% | +4.5% |
| 3M | +3.1% | +14.3% | -11.2% | -3.5% |
| 6M | +162.8% | +25.6% | +137.2% | +132.4% |
| YTD | +136.2% | +42.9% | +93.3% | +97.1% |
| 1Y | +234.0% | +38.7% | +195.3% | +183.1% |
| 3Y | +376.7% | +61.8% | +314.9% | +237.7% |
| All | +376.7% | +60.4% | +316.3% | +237.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling