+6,406.4%
AMD vs XLB
+159.8%
+6,246.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +5.1% |
| 7D | +2.6% | -1.4% | +4.0% | +4.1% |
| 30D | -0.9% | -0.4% | -0.5% | -0.8% |
| 3M | -8.7% | +2.0% | -10.7% | -11.2% |
| 6M | +136.3% | +1.8% | +134.5% | +132.2% |
| YTD | +123.0% | +16.6% | +106.4% | +87.6% |
| 1Y | +195.2% | +16.9% | +178.2% | +146.4% |
| 3Y | +336.3% | +32.6% | +303.8% | +219.9% |
| 5Y | +334.5% | +35.6% | +298.8% | +221.6% |
| All | +6,406.4% | +159.8% | +6,246.6% | +2,285.2% |
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