+6.6%
AMD vs XLF
+10.9%
-4.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.6% | +11.6% | +10.9% |
| 7D | -11.0% | +1.2% | -12.2% | -8.6% |
| 30D | -30.5% | +6.3% | -36.8% | -26.3% |
| 3M | -8.2% | -0.8% | -7.4% | -6.8% |
| 6M | +6.6% | +11.0% | -4.5% | +19.7% |
| All | +6.6% | +10.9% | -4.3% | +19.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling