+1,782.4%
AMD vs XRT
+514.3%
+1,268.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.0% | +3.7% | +3.8% |
| 7D | +2.6% | +0.8% | +1.8% | +1.9% |
| 30D | -0.9% | -4.2% | +3.3% | +2.5% |
| 3M | -8.7% | +5.1% | -13.8% | -13.6% |
| 6M | +136.3% | +2.4% | +133.9% | +129.7% |
| YTD | +123.0% | +3.2% | +119.8% | +114.7% |
| 1Y | +195.2% | +1.5% | +193.7% | +186.1% |
| 3Y | +336.3% | +40.6% | +295.8% | +212.6% |
| 5Y | +334.5% | -1.0% | +335.5% | +329.5% |
| 10Y | +6,259.1% | +128.4% | +6,130.7% | +2,461.1% |
| All | +1,782.4% | +514.3% | +1,268.1% | +171.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling