+6,406.4%
AMD vs XRT
+128.5%
+6,277.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.0% | +3.7% | +3.9% |
| 7D | +2.6% | +0.8% | +1.8% | +2.0% |
| 30D | -0.9% | -4.2% | +3.3% | +2.1% |
| 3M | -8.7% | +5.1% | -13.8% | -13.0% |
| 6M | +136.3% | +2.4% | +133.9% | +130.6% |
| YTD | +123.0% | +3.2% | +119.8% | +115.9% |
| 1Y | +195.2% | +1.5% | +193.7% | +187.6% |
| 3Y | +336.3% | +40.6% | +295.8% | +227.7% |
| 5Y | +334.5% | -1.0% | +335.5% | +321.4% |
| All | +6,406.4% | +128.5% | +6,277.9% | +3,350.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling