+95.5%
AMD vs XLRE
+14.1%
+81.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | +2.2% |
| 7D | -15.5% | +7.1% | -22.6% | -13.4% |
| 30D | -22.6% | +10.9% | -33.6% | -20.0% |
| 3M | -5.7% | +0.7% | -6.5% | -5.1% |
| 6M | +43.1% | +4.1% | +39.0% | +43.4% |
| YTD | +128.2% | +14.5% | +113.7% | +129.8% |
| 1Y | +95.5% | +14.1% | +81.4% | +97.0% |
| All | +95.5% | +14.1% | +81.3% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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