+215.4%
AMD vs XLC
-0.7%
+216.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +5.9% | +5.2% |
| 7D | +2.6% | -0.8% | +3.4% | +2.9% |
| 30D | -0.9% | +1.0% | -2.0% | -1.5% |
| 3M | -8.7% | -0.7% | -8.0% | -6.4% |
| 6M | +136.3% | -5.1% | +141.5% | +154.6% |
| YTD | +123.0% | -4.3% | +127.3% | +137.5% |
| All | +215.4% | -0.7% | +216.1% | +228.0% |
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