+95.5%
AMD vs XLB
+29.8%
+65.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | -1.0% |
| 7D | -15.5% | +3.9% | -19.4% | -18.5% |
| 30D | -22.6% | +8.9% | -31.5% | -28.7% |
| 3M | -5.7% | +4.1% | -9.9% | -9.7% |
| 6M | +43.1% | +7.3% | +35.8% | +33.3% |
| YTD | +128.2% | +20.4% | +107.9% | +93.6% |
| 1Y | +95.5% | +29.5% | +65.9% | +50.0% |
| All | +95.5% | +29.8% | +65.6% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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