+199.0%
AMD vs XME
+110.8%
+88.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.4% | +7.7% | +8.3% |
| 7D | -11.0% | -4.5% | -6.6% | -6.9% |
| 30D | -30.5% | -10.9% | -19.6% | -22.7% |
| 3M | -8.2% | -15.3% | +7.0% | +5.4% |
| 6M | +6.6% | -24.6% | +31.2% | +35.3% |
| YTD | +109.7% | -9.6% | +119.3% | +132.6% |
| 1Y | +88.9% | +2.9% | +86.0% | +90.0% |
| 3Y | +301.8% | +86.9% | +214.9% | +153.0% |
| All | +199.0% | +110.8% | +88.2% | +67.3% |
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