+2,323.0%
AMD vs XLC
+127.8%
+2,195.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.6% | -16.7% | -16.5% |
| 7D | -28.6% | +3.1% | -31.7% | -31.3% |
| 30D | -37.7% | -6.5% | -31.2% | -31.9% |
| 3M | -16.1% | -5.6% | -10.5% | -10.1% |
| 6M | +13.8% | -9.2% | +23.1% | +26.5% |
| YTD | +88.8% | -10.6% | +99.4% | +113.8% |
| 1Y | +57.8% | -6.9% | +64.6% | +69.0% |
| 3Y | +260.3% | +59.9% | +200.4% | +92.3% |
| 5Y | +196.6% | +34.7% | +161.9% | +104.8% |
| All | +2,323.0% | +127.8% | +2,195.3% | +599.7% |
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