+8,520.0%
AMD vs USFR
+28.5%
+8,491.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | +44.7% | +0.1% | +44.7% | +44.8% |
| 30D | -3.3% | +0.4% | -3.7% | -3.1% |
| 3M | +21.2% | +1.0% | +20.2% | +22.0% |
| 6M | +30.6% | +2.0% | +28.5% | +32.2% |
| YTD | +173.3% | +3.4% | +169.9% | +178.4% |
| 1Y | +126.1% | +4.1% | +122.0% | +130.8% |
| 3Y | +393.5% | +14.4% | +379.1% | +413.6% |
| 5Y | +295.8% | +21.4% | +274.4% | +311.4% |
| All | +8,520.0% | +28.5% | +8,491.5% | +8,907.6% |
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