+331.1%
AMD vs USFR
+14.1%
+317.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.9% |
| 7D | +2.6% | +0.1% | +2.5% | +3.2% |
| 30D | -0.9% | +0.3% | -1.2% | +2.3% |
| 3M | -8.7% | +1.0% | -9.7% | +1.1% |
| 6M | +136.3% | +1.9% | +134.4% | +179.8% |
| YTD | +123.0% | +2.6% | +120.4% | +173.4% |
| 1Y | +195.2% | +4.0% | +191.2% | +294.6% |
| All | +331.1% | +14.1% | +317.0% | +780.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling