+132.8%
AMD vs XLRE
+11.7%
+121.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.3% |
| 7D | +13.1% | -1.2% | +14.3% | +12.7% |
| 30D | -7.0% | +6.4% | -13.3% | -4.9% |
| 3M | +16.6% | +2.0% | +14.6% | +17.9% |
| 6M | +20.5% | +1.8% | +18.7% | +20.7% |
| YTD | +158.2% | +13.2% | +145.0% | +158.2% |
| 1Y | +132.8% | +10.7% | +122.1% | +132.9% |
| All | +132.8% | +11.7% | +121.1% | +132.9% |
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