+301.8%
AMD vs XLC
+60.5%
+241.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.4% | +10.6% | +10.5% |
| 7D | -11.0% | +4.9% | -15.9% | -16.1% |
| 30D | -30.5% | -5.8% | -24.7% | -24.9% |
| 3M | -8.2% | -5.4% | -2.8% | -2.1% |
| 6M | +6.6% | -10.2% | +16.7% | +21.0% |
| YTD | +109.7% | -10.2% | +119.8% | +138.2% |
| 1Y | +88.9% | -5.6% | +94.5% | +97.7% |
| 3Y | +301.8% | +61.0% | +240.8% | +74.0% |
| All | +301.8% | +60.5% | +241.3% | +74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling