+376.3%
AMD vs XHB
+37.2%
+339.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.4% | +8.3% | +7.9% |
| 7D | +10.0% | +0.2% | +9.8% | +9.7% |
| 30D | +4.6% | -9.1% | +13.7% | +12.8% |
| 3M | +3.1% | -2.3% | +5.5% | +4.1% |
| 6M | +162.8% | -4.1% | +166.9% | +169.3% |
| YTD | +136.2% | -1.7% | +137.9% | +133.8% |
| 1Y | +234.0% | -15.1% | +249.1% | +271.2% |
| 3Y | +376.7% | +26.8% | +349.9% | +230.7% |
| 5Y | +376.3% | +37.3% | +339.0% | +204.0% |
| All | +376.3% | +37.2% | +339.2% | +204.0% |
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