+11,900.0%
AMD vs USFR
+28.5%
+11,871.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | 0.0% | -17.3% | -17.3% |
| 7D | -28.6% | +0.1% | -28.7% | -28.6% |
| 30D | -37.7% | +0.4% | -38.1% | -37.7% |
| 3M | -16.1% | +1.1% | -17.2% | -16.0% |
| 6M | +13.8% | +2.0% | +11.8% | +14.0% |
| YTD | +88.8% | +3.4% | +85.4% | +89.1% |
| 1Y | +57.8% | +4.1% | +53.7% | +58.0% |
| 3Y | +260.3% | +14.4% | +245.8% | +259.7% |
| 5Y | +196.6% | +21.3% | +175.3% | +194.8% |
| 10Y | +6,064.6% | +28.4% | +6,036.2% | +5,979.0% |
| All | +11,900.0% | +28.5% | +11,871.5% | +11,265.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling