+6,351.7%
AMD vs USFR
+28.5%
+6,323.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.0% | +11.1% |
| 7D | -11.0% | +0.1% | -11.1% | -11.0% |
| 30D | -30.5% | +0.4% | -30.9% | -30.3% |
| 3M | -8.2% | +1.1% | -9.3% | -7.6% |
| 6M | +6.6% | +2.1% | +4.5% | +7.9% |
| YTD | +109.7% | +3.4% | +106.3% | +113.5% |
| 1Y | +88.9% | +4.1% | +84.8% | +92.8% |
| 3Y | +301.8% | +14.4% | +287.4% | +317.9% |
| 5Y | +229.4% | +21.3% | +208.0% | +242.1% |
| All | +6,351.7% | +28.5% | +6,323.2% | +6,590.6% |
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