+261.9%
AMD vs FXI
+41.7%
+220.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.0% | -18.3% | -17.8% |
| 7D | -28.6% | +6.9% | -35.5% | -31.4% |
| 30D | -37.7% | +3.5% | -41.2% | -39.1% |
| 3M | -16.1% | -3.2% | -12.9% | -15.0% |
| 6M | +13.8% | -3.5% | +17.4% | +15.7% |
| YTD | +88.8% | -8.1% | +96.9% | +98.1% |
| 1Y | +57.8% | -10.5% | +68.3% | +68.0% |
| All | +261.9% | +41.7% | +220.2% | +214.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling