+295.8%
AMD vs XHB
+30.4%
+265.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.7% | +7.6% | +7.2% |
| 7D | +44.7% | -2.4% | +47.2% | +47.5% |
| 30D | -3.3% | +7.1% | -10.4% | -9.2% |
| 3M | +21.2% | -6.0% | +27.2% | +26.2% |
| 6M | +30.6% | +2.1% | +28.5% | +26.5% |
| YTD | +173.3% | -0.6% | +173.9% | +166.2% |
| 1Y | +126.1% | -3.3% | +129.4% | +124.3% |
| 3Y | +393.5% | +34.1% | +359.4% | +220.1% |
| 5Y | +295.8% | +28.6% | +267.2% | +164.1% |
| All | +295.8% | +30.4% | +265.4% | +164.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 5y: compounded portfolio wealth divided by compounded XHB 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…
5y analysis · Full analysis span regression · 6 months rolling