+348.0%
AMD vs XME
+134.1%
+214.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.5% | +4.5% |
| 7D | +2.6% | -0.1% | +2.7% | +2.6% |
| 30D | -0.9% | +6.0% | -6.9% | -6.5% |
| 3M | -8.7% | -7.7% | -1.0% | -2.5% |
| 6M | +136.3% | +1.0% | +135.4% | +134.7% |
| YTD | +123.0% | +14.6% | +108.4% | +100.2% |
| 1Y | +195.2% | +46.0% | +149.2% | +114.7% |
| All | +348.0% | +134.1% | +214.0% | +123.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling