+14,071.2%
AMD vs USFR
+27.5%
+14,043.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | -0.9% | +0.3% | -1.2% | -0.9% |
| 3M | -8.7% | +1.0% | -9.7% | -8.7% |
| 6M | +136.3% | +1.9% | +134.4% | +136.5% |
| YTD | +123.0% | +2.6% | +120.4% | +123.2% |
| 1Y | +195.2% | +4.0% | +191.2% | +195.5% |
| 3Y | +336.3% | +14.1% | +322.2% | +335.3% |
| 5Y | +334.5% | +20.4% | +314.1% | +331.6% |
| 10Y | +6,259.1% | +28.0% | +6,231.1% | +6,165.2% |
| All | +14,071.2% | +27.5% | +14,043.7% | +13,315.5% |
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