+8,520.0%
AMD vs XRT
+135.4%
+8,384.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.8% | +7.7% | +7.2% |
| 7D | +44.7% | -0.4% | +45.2% | +45.2% |
| 30D | -3.3% | +7.5% | -10.9% | -9.0% |
| 3M | +21.2% | +2.3% | +18.9% | +17.9% |
| 6M | +30.6% | +12.8% | +17.7% | +17.1% |
| YTD | +173.3% | +7.1% | +166.2% | +155.2% |
| 1Y | +126.1% | +12.3% | +113.8% | +103.0% |
| 3Y | +393.5% | +57.0% | +336.5% | +238.3% |
| 5Y | +295.8% | -4.3% | +300.1% | +287.1% |
| All | +8,520.0% | +135.4% | +8,384.7% | +4,387.0% |
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