+2,761.4%
AMD vs XLC
+143.7%
+2,617.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +5.9% | +6.3% |
| 7D | +2.6% | -0.8% | +3.4% | +3.6% |
| 30D | -0.9% | +1.0% | -2.0% | -2.7% |
| 3M | -8.7% | -0.7% | -8.0% | -9.8% |
| 6M | +136.3% | -5.1% | +141.5% | +148.6% |
| YTD | +123.0% | -4.3% | +127.3% | +131.5% |
| 1Y | +195.2% | -0.6% | +195.7% | +190.8% |
| 3Y | +336.3% | +72.7% | +263.6% | +111.3% |
| 5Y | +334.5% | +38.0% | +296.5% | +190.5% |
| All | +2,761.4% | +143.7% | +2,617.7% | +657.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling