+337.5%
AMD vs FLR
+242.2%
+95.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.3% | +7.0% | +5.7% |
| 7D | +2.6% | +5.4% | -2.8% | +0.2% |
| 30D | -0.9% | +11.4% | -12.3% | -6.6% |
| 3M | -8.7% | +11.4% | -20.1% | -13.0% |
| 6M | +136.3% | +16.6% | +119.7% | +117.8% |
| YTD | +123.0% | +41.7% | +81.3% | +89.6% |
| 1Y | +195.2% | +35.4% | +159.8% | +155.8% |
| 3Y | +336.3% | +57.3% | +279.0% | +231.8% |
| All | +337.5% | +242.2% | +95.3% | +162.2% |
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