+234.0%
AMD vs XLF
+9.6%
+224.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.4% | +7.3% | +6.1% |
| 7D | +10.0% | +0.2% | +9.9% | +9.9% |
| 30D | +4.6% | -0.5% | +5.2% | +4.6% |
| 3M | +3.1% | +10.6% | -7.5% | -0.3% |
| 6M | +162.8% | +14.3% | +148.5% | +148.8% |
| YTD | +136.2% | +5.5% | +130.6% | +131.6% |
| 1Y | +234.0% | +9.6% | +224.5% | +225.3% |
| All | +234.0% | +9.6% | +224.4% | +225.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling