+337.5%
AMD vs USFR
+20.4%
+317.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.8% |
| 7D | +2.6% | +0.1% | +2.5% | +2.8% |
| 30D | -0.9% | +0.3% | -1.2% | +0.1% |
| 3M | -8.7% | +1.0% | -9.7% | -5.8% |
| 6M | +136.3% | +1.9% | +134.4% | +147.9% |
| YTD | +123.0% | +2.6% | +120.4% | +135.2% |
| 1Y | +195.2% | +4.0% | +191.2% | +216.7% |
| 3Y | +336.3% | +14.1% | +322.2% | +361.6% |
| All | +337.5% | +20.4% | +317.1% | +327.4% |
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