+6,370.3%
AMD vs XLF
+234.5%
+6,135.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.6% | +11.6% | +11.5% |
| 7D | -11.0% | +1.2% | -12.2% | -11.8% |
| 30D | -30.5% | +6.3% | -36.8% | -34.1% |
| 3M | -8.2% | -0.8% | -7.4% | -7.9% |
| 6M | +6.6% | +11.0% | -4.5% | -3.7% |
| YTD | +109.7% | +5.6% | +104.0% | +97.0% |
| 1Y | +88.9% | +10.8% | +78.1% | +70.1% |
| 3Y | +301.8% | +77.8% | +224.0% | +141.1% |
| 5Y | +229.4% | +55.6% | +173.7% | +125.8% |
| All | +6,370.3% | +234.5% | +6,135.9% | +3,533.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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