+1,670.0%
AMD vs XME
+169.9%
+1,500.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.4% | +7.7% | +8.9% |
| 7D | -11.0% | -4.5% | -6.6% | -7.8% |
| 30D | -30.5% | -10.9% | -19.6% | -24.5% |
| 3M | -8.2% | -15.3% | +7.0% | +2.4% |
| 6M | +6.6% | -24.6% | +31.2% | +29.2% |
| YTD | +109.7% | -9.6% | +119.3% | +128.4% |
| 1Y | +88.9% | +2.9% | +86.0% | +90.2% |
| 3Y | +301.8% | +86.9% | +214.9% | +180.7% |
| 5Y | +229.4% | +115.2% | +114.2% | +109.3% |
| 10Y | +6,745.1% | +305.7% | +6,439.4% | +2,637.6% |
| All | +1,670.0% | +169.9% | +1,500.1% | +666.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling