+3,406.9%
AMD vs XLC
+134.8%
+3,272.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.0% | +6.8% | +7.1% |
| 7D | +44.7% | +3.1% | +41.6% | +39.5% |
| 30D | -3.3% | -4.2% | +0.9% | +2.7% |
| 3M | +21.2% | -2.1% | +23.3% | +24.3% |
| 6M | +30.6% | -6.6% | +37.2% | +39.9% |
| YTD | +173.3% | -7.8% | +181.1% | +198.3% |
| 1Y | +126.1% | -4.1% | +130.2% | +133.8% |
| 3Y | +393.5% | +62.6% | +330.9% | +158.3% |
| 5Y | +295.8% | +39.6% | +256.1% | +161.5% |
| All | +3,406.9% | +134.8% | +3,272.1% | +876.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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