+126.1%
AMD vs XLC
-4.7%
+130.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.0% | +6.8% | +6.4% |
| 7D | +44.7% | +3.1% | +41.6% | +42.5% |
| 30D | -3.3% | -4.2% | +0.9% | -2.1% |
| 3M | +21.2% | -2.1% | +23.3% | +21.7% |
| 6M | +30.6% | -6.6% | +37.2% | +39.7% |
| YTD | +173.3% | -7.8% | +181.1% | +191.7% |
| 1Y | +126.1% | -4.1% | +130.2% | +129.0% |
| All | +126.1% | -4.7% | +130.8% | +129.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling