+357.3%
AMD vs XLF
+81.9%
+275.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.8% | -9.6% | -9.5% |
| 7D | +18.9% | +2.7% | +16.3% | +16.3% |
| 30D | -6.4% | +7.6% | -14.1% | -12.0% |
| 3M | +10.6% | +1.1% | +9.5% | +9.6% |
| 6M | +19.9% | +15.9% | +4.0% | +3.6% |
| YTD | +149.4% | +8.4% | +140.9% | +129.4% |
| 1Y | +115.4% | +12.5% | +102.9% | +89.7% |
| 3Y | +357.3% | +81.6% | +275.7% | +129.1% |
| All | +357.3% | +81.9% | +275.4% | +129.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling