+126.1%
AMD vs XLB
+21.4%
+104.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.3% | +7.1% | +7.1% |
| 7D | +44.7% | 0.0% | +44.7% | +44.7% |
| 30D | -3.3% | +5.3% | -8.6% | -7.5% |
| 3M | +21.2% | 0.0% | +21.2% | +21.7% |
| 6M | +30.6% | +1.2% | +29.3% | +28.8% |
| YTD | +173.3% | +16.9% | +156.4% | +145.0% |
| 1Y | +126.1% | +20.9% | +105.2% | +97.8% |
| All | +126.1% | +21.4% | +104.7% | +97.8% |
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