+8,520.0%
AMD vs XLE
+179.0%
+8,341.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.5% | +4.3% | +5.2% |
| 7D | +44.7% | +4.4% | +40.4% | +42.3% |
| 30D | -3.3% | -4.3% | +0.9% | -1.5% |
| 3M | +21.2% | +6.0% | +15.2% | +18.0% |
| 6M | +30.6% | +13.2% | +17.3% | +22.7% |
| YTD | +173.3% | +46.7% | +126.6% | +125.5% |
| 1Y | +126.1% | +46.6% | +79.5% | +86.5% |
| 3Y | +393.5% | +69.6% | +324.0% | +280.1% |
| 5Y | +295.8% | +166.5% | +129.2% | +144.5% |
| All | +8,520.0% | +179.0% | +8,341.0% | +6,321.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 10y: compounded portfolio wealth divided by compounded XLE 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…
10y analysis · Full analysis span regression · 6 months rolling