+295.8%
AMD vs FLR
+121.2%
+174.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.2% | +8.0% | +6.9% |
| 7D | +44.7% | +10.1% | +34.6% | +38.9% |
| 30D | -3.3% | -0.5% | -2.9% | -2.3% |
| 3M | +21.2% | -4.8% | +26.0% | +24.3% |
| 6M | +30.6% | +10.7% | +19.9% | +25.7% |
| YTD | +173.3% | +25.0% | +148.3% | +145.3% |
| 1Y | +126.1% | +8.3% | +117.8% | +115.5% |
| 3Y | +393.5% | +36.8% | +356.7% | +294.1% |
| 5Y | +295.8% | +121.8% | +174.0% | +159.0% |
| All | +295.8% | +121.2% | +174.6% | +159.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling