+301.8%
AMD vs XRT
+49.6%
+252.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.7% | +12.8% | +12.2% |
| 7D | -11.0% | +0.9% | -11.9% | -11.6% |
| 30D | -30.5% | +7.9% | -38.4% | -34.5% |
| 3M | -8.2% | -0.2% | -8.0% | -8.8% |
| 6M | +6.6% | +5.6% | +1.0% | +0.5% |
| YTD | +109.7% | +5.7% | +104.0% | +97.3% |
| 1Y | +88.9% | +14.6% | +74.3% | +66.2% |
| 3Y | +301.8% | +50.7% | +251.2% | +206.0% |
| All | +301.8% | +49.6% | +252.2% | +206.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling