+16,306.5%
AMD vs USFR
+28.6%
+16,277.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.3% |
| 7D | +13.1% | +0.1% | +13.0% | +13.1% |
| 30D | -7.0% | +0.4% | -7.3% | -6.9% |
| 3M | +16.6% | +1.1% | +15.5% | +16.7% |
| 6M | +20.5% | +2.1% | +18.5% | +20.7% |
| YTD | +158.2% | +3.4% | +154.7% | +158.5% |
| 1Y | +132.8% | +4.1% | +128.7% | +133.1% |
| 3Y | +366.2% | +14.4% | +351.8% | +365.6% |
| 5Y | +278.7% | +21.4% | +257.2% | +276.4% |
| 10Y | +8,164.6% | +28.5% | +8,136.0% | +8,049.8% |
| All | +16,306.5% | +28.6% | +16,277.9% | +15,439.7% |
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