+84.0%
AMD vs USFR
+4.1%
+80.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.0% | +11.6% |
| 7D | -11.0% | +0.1% | -11.1% | -8.4% |
| 30D | -30.5% | +0.4% | -30.9% | -22.4% |
| 3M | -8.2% | +1.1% | -9.3% | +25.6% |
| 6M | +6.6% | +2.1% | +4.5% | +96.4% |
| YTD | +109.7% | +3.4% | +106.3% | +236.5% |
| All | +84.0% | +4.1% | +80.0% | +121.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling