+199.0%
AMD vs USFR
+21.3%
+177.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.0% | +11.1% |
| 7D | -11.0% | +0.1% | -11.1% | -10.7% |
| 30D | -30.5% | +0.4% | -30.9% | -29.6% |
| 3M | -8.2% | +1.1% | -9.3% | -5.3% |
| 6M | +6.6% | +2.1% | +4.5% | +12.6% |
| YTD | +109.7% | +3.4% | +106.3% | +124.0% |
| 1Y | +88.9% | +4.1% | +84.8% | +102.8% |
| 3Y | +301.8% | +14.4% | +287.4% | +311.0% |
| All | +199.0% | +21.3% | +177.7% | +162.9% |
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