+261.9%
AMD vs XLB
+40.7%
+221.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.9% | -14.4% | -14.0% |
| 7D | -28.6% | -0.4% | -28.2% | -28.1% |
| 30D | -37.7% | +5.2% | -43.0% | -41.3% |
| 3M | -16.1% | -0.1% | -16.0% | -16.3% |
| 6M | +13.8% | +2.4% | +11.4% | +10.5% |
| YTD | +88.8% | +16.9% | +72.0% | +56.0% |
| 1Y | +57.8% | +25.0% | +32.7% | +19.8% |
| All | +261.9% | +40.7% | +221.2% | +156.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling