+2,713.2%
AMD vs XLB
+824.9%
+1,888.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.9% | -14.4% | -14.4% |
| 7D | -28.6% | -0.4% | -28.2% | -28.2% |
| 30D | -37.7% | +5.2% | -43.0% | -40.8% |
| 3M | -16.1% | -0.1% | -16.0% | -16.3% |
| 6M | +13.8% | +2.4% | +11.4% | +11.2% |
| YTD | +88.8% | +16.9% | +72.0% | +62.0% |
| 1Y | +57.8% | +25.0% | +32.7% | +26.6% |
| 3Y | +260.3% | +40.7% | +219.6% | +161.1% |
| 5Y | +196.6% | +31.6% | +165.0% | +138.0% |
| 10Y | +6,064.6% | +175.3% | +5,889.4% | +2,378.8% |
| All | +2,713.2% | +824.9% | +1,888.3% | +356.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling