+8,520.0%
AMD vs XLF
+219.7%
+8,300.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.7% | +6.6% | +6.5% |
| 7D | +44.7% | +1.2% | +43.5% | +43.3% |
| 30D | -3.3% | +6.2% | -9.5% | -8.1% |
| 3M | +21.2% | +0.9% | +20.3% | +20.1% |
| 6M | +30.6% | +13.6% | +16.9% | +15.6% |
| YTD | +173.3% | +7.6% | +165.7% | +152.8% |
| 1Y | +126.1% | +10.2% | +115.9% | +104.6% |
| 3Y | +393.5% | +79.8% | +313.7% | +191.5% |
| 5Y | +295.8% | +58.0% | +237.8% | +166.6% |
| All | +8,520.0% | +219.7% | +8,300.3% | +3,640.6% |
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