+7,228.2%
AMD vs USFR
+28.5%
+7,199.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | 0.0% | +13.3% | +13.3% |
| 7D | +8.9% | +0.1% | +8.9% | +9.0% |
| 30D | -16.4% | +0.4% | -16.7% | -16.2% |
| 3M | +5.2% | +1.1% | +4.2% | +6.0% |
| 6M | +11.7% | +2.0% | +9.7% | +13.1% |
| YTD | +137.5% | +3.4% | +134.1% | +141.8% |
| 1Y | +117.8% | +4.1% | +113.7% | +122.3% |
| 3Y | +348.1% | +14.3% | +333.8% | +366.1% |
| 5Y | +241.5% | +21.3% | +220.2% | +254.8% |
| 10Y | +7,228.2% | +28.5% | +7,199.8% | +7,532.9% |
| All | +7,228.2% | +28.5% | +7,199.8% | +7,532.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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