+268.3%
AMD vs XLC
+40.7%
+227.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +2.8% | +11.9% | +10.9% |
| 7D | +6.5% | +6.2% | +0.2% | -1.5% |
| 30D | -15.3% | -2.4% | -12.9% | -12.0% |
| 3M | +9.7% | -3.3% | +13.0% | +14.5% |
| 6M | +13.2% | -7.3% | +20.5% | +23.1% |
| YTD | +140.6% | -7.6% | +148.2% | +163.2% |
| 1Y | +111.2% | -3.7% | +114.9% | +117.0% |
| 3Y | +334.4% | +62.9% | +271.5% | +115.3% |
| 5Y | +268.3% | +41.6% | +226.7% | +133.1% |
| All | +268.3% | +40.7% | +227.6% | +133.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling