+261.9%
AMD vs XRT
+52.2%
+209.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.8% | -14.4% | -15.3% |
| 7D | -28.6% | +2.3% | -30.9% | -29.6% |
| 30D | -37.7% | +9.8% | -47.5% | -41.9% |
| 3M | -16.1% | -0.2% | -15.9% | -16.4% |
| 6M | +13.8% | +8.4% | +5.5% | +5.6% |
| YTD | +88.8% | +7.5% | +81.3% | +75.8% |
| 1Y | +57.8% | +13.2% | +44.6% | +41.0% |
| All | +261.9% | +52.2% | +209.7% | +172.8% |
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