+111.2%
AMD vs FXI
-13.7%
+124.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -1.5% | +16.3% | +15.9% |
| 7D | +6.5% | +3.7% | +2.8% | +2.5% |
| 30D | -15.3% | +0.5% | -15.8% | -15.9% |
| 3M | +9.7% | -5.7% | +15.4% | +16.0% |
| 6M | +13.2% | -6.9% | +20.1% | +24.1% |
| YTD | +140.6% | -9.5% | +150.0% | +170.4% |
| 1Y | +111.2% | -14.0% | +125.2% | +158.2% |
| All | +111.2% | -13.7% | +124.8% | +158.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 1y: compounded portfolio wealth divided by compounded FXI 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…
1y analysis · Full analysis span regression · 6 months rolling