+1,058.6%
AMD vs XHB
+173.9%
+884.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.0% | +3.7% | +4.0% |
| 7D | +2.6% | -1.3% | +3.9% | +3.6% |
| 30D | -0.9% | -6.9% | +6.0% | +4.2% |
| 3M | -8.7% | -1.3% | -7.5% | -8.4% |
| 6M | +136.3% | -6.8% | +143.1% | +147.8% |
| YTD | +123.0% | +0.7% | +122.3% | +118.5% |
| 1Y | +195.2% | -11.2% | +206.4% | +213.4% |
| 3Y | +336.3% | +25.3% | +311.0% | +248.3% |
| 5Y | +334.5% | +37.3% | +297.2% | +231.8% |
| 10Y | +6,259.1% | +211.5% | +6,047.6% | +2,467.1% |
| All | +1,058.6% | +173.9% | +884.7% | +296.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling