+95.5%
AMD vs XRT
+18.0%
+77.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | -0.6% |
| 7D | -15.5% | +8.0% | -23.5% | -17.7% |
| 30D | -22.6% | +13.0% | -35.7% | -26.5% |
| 3M | -5.7% | +1.7% | -7.4% | -5.0% |
| 6M | +43.1% | +12.6% | +30.5% | +31.4% |
| YTD | +128.2% | +10.7% | +117.6% | +109.3% |
| 1Y | +95.5% | +18.4% | +77.1% | +71.4% |
| All | +95.5% | +18.0% | +77.5% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling