+264.6%
AMD vs XME
+108.0%
+156.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.6% | -7.2% | -7.4% |
| 7D | +18.9% | +0.3% | +18.6% | +19.0% |
| 30D | -6.4% | -6.1% | -0.3% | 0.0% |
| 3M | +10.6% | -18.6% | +29.2% | +31.9% |
| 6M | +19.9% | -23.9% | +43.8% | +51.3% |
| YTD | +149.4% | -9.3% | +158.7% | +176.7% |
| 1Y | +115.4% | +1.8% | +113.6% | +118.8% |
| 3Y | +357.3% | +93.0% | +264.3% | +183.3% |
| All | +264.6% | +108.0% | +156.6% | +105.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling