+88.9%
AMD vs XRT
+11.9%
+77.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.7% | +12.8% | +11.6% |
| 7D | -11.0% | +0.9% | -11.9% | -10.9% |
| 30D | -30.5% | +7.9% | -38.4% | -32.3% |
| 3M | -8.2% | -0.2% | -8.0% | -7.4% |
| 6M | +6.6% | +5.6% | +1.0% | +1.4% |
| YTD | +109.7% | +5.7% | +104.0% | +97.6% |
| 1Y | +88.9% | +14.6% | +74.3% | +74.6% |
| All | +88.9% | +11.9% | +77.0% | +74.6% |
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