+13.8%
AMD vs XLC
-9.8%
+23.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.6% | -16.7% | -17.2% |
| 7D | -28.6% | +3.1% | -31.7% | -28.8% |
| 30D | -37.7% | -6.5% | -31.2% | -37.6% |
| 3M | -16.1% | -5.6% | -10.5% | -15.8% |
| 6M | +13.8% | -9.2% | +23.1% | +32.2% |
| All | +13.8% | -9.8% | +23.6% | +32.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling