+6,351.7%
AMD vs XLB
+170.1%
+6,181.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.7% | +11.8% | +11.8% |
| 7D | -11.0% | -1.5% | -9.5% | -9.4% |
| 30D | -30.5% | +6.1% | -36.5% | -35.0% |
| 3M | -8.2% | 0.0% | -8.3% | -8.8% |
| 6M | +6.6% | 0.0% | +6.6% | +6.0% |
| YTD | +109.7% | +16.0% | +93.7% | +76.9% |
| 1Y | +88.9% | +24.7% | +64.2% | +46.9% |
| 3Y | +301.8% | +40.4% | +261.5% | +176.3% |
| 5Y | +229.4% | +30.7% | +198.7% | +152.5% |
| All | +6,351.7% | +170.1% | +6,181.6% | +3,216.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling