+8,017.8%
AMD vs XLF
+246.2%
+7,771.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.4% | +7.3% | +7.1% |
| 7D | +10.0% | +0.2% | +9.9% | +9.7% |
| 30D | +4.6% | -0.5% | +5.2% | +4.9% |
| 3M | +3.1% | +10.6% | -7.5% | -6.2% |
| 6M | +162.8% | +14.3% | +148.5% | +131.3% |
| YTD | +136.2% | +5.5% | +130.6% | +122.2% |
| 1Y | +234.0% | +9.6% | +224.5% | +203.7% |
| 3Y | +376.7% | +75.2% | +301.5% | +190.0% |
| 5Y | +376.3% | +65.5% | +310.8% | +212.3% |
| 10Y | +8,017.8% | +246.4% | +7,771.4% | +3,156.9% |
| All | +8,017.8% | +246.2% | +7,771.7% | +3,156.9% |
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