+115.4%
AMD vs XME
-2.0%
+117.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.6% | -7.2% | -7.1% |
| 7D | +18.9% | +0.3% | +18.6% | +18.9% |
| 30D | -6.4% | -6.1% | -0.3% | +1.4% |
| 3M | +10.6% | -18.6% | +29.2% | +36.3% |
| 6M | +19.9% | -23.9% | +43.8% | +55.9% |
| YTD | +149.4% | -9.3% | +158.7% | +185.0% |
| 1Y | +115.4% | +1.8% | +113.6% | +122.5% |
| All | +115.4% | -2.0% | +117.4% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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