+264.6%
AMD vs USFR
+21.4%
+243.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | 0.0% | -8.8% | -8.7% |
| 7D | +18.9% | +0.1% | +18.9% | +19.2% |
| 30D | -6.4% | +0.4% | -6.8% | -5.3% |
| 3M | +10.6% | +1.1% | +9.5% | +14.3% |
| 6M | +19.9% | +2.0% | +17.8% | +27.2% |
| YTD | +149.4% | +3.5% | +145.9% | +168.6% |
| 1Y | +115.4% | +4.1% | +111.3% | +133.1% |
| 3Y | +357.3% | +14.4% | +342.9% | +379.9% |
| All | +264.6% | +21.4% | +243.2% | +234.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling