+273.9%
AMD vs XME
+117.2%
+156.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.7% | +6.7% | +6.8% |
| 7D | +13.1% | +1.5% | +11.6% | +13.0% |
| 30D | -7.0% | -7.3% | +0.3% | +0.4% |
| 3M | +16.6% | -17.4% | +34.0% | +37.3% |
| 6M | +20.5% | -21.8% | +42.3% | +48.7% |
| YTD | +158.2% | -6.0% | +164.1% | +177.9% |
| 1Y | +132.8% | +3.8% | +129.0% | +132.7% |
| 3Y | +366.2% | +100.0% | +266.2% | +180.6% |
| All | +273.9% | +117.2% | +156.7% | +106.7% |
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