+88.9%
AMD vs FXI
-11.7%
+100.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.0% | +11.0% |
| 7D | -11.0% | +5.7% | -16.7% | -15.6% |
| 30D | -30.5% | +4.6% | -35.1% | -33.4% |
| 3M | -8.2% | -2.8% | -5.4% | -5.7% |
| 6M | +6.6% | -6.1% | +12.6% | +17.0% |
| YTD | +109.7% | -8.0% | +117.7% | +133.4% |
| 1Y | +88.9% | -11.3% | +100.2% | +125.5% |
| All | +88.9% | -11.7% | +100.6% | +125.5% |
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