+3,222.2%
AMD vs XLF
+419.1%
+2,803.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +5.3% |
| 7D | +2.6% | 0.0% | +2.6% | +2.5% |
| 30D | -0.9% | +0.2% | -1.1% | -1.2% |
| 3M | -8.7% | +11.7% | -20.4% | -16.7% |
| 6M | +136.3% | +13.8% | +122.5% | +112.1% |
| YTD | +123.0% | +7.0% | +116.0% | +109.2% |
| 1Y | +195.2% | +9.1% | +186.0% | +172.8% |
| 3Y | +336.3% | +75.6% | +260.7% | +181.4% |
| 5Y | +334.5% | +66.4% | +268.0% | +201.7% |
| 10Y | +6,259.1% | +250.3% | +6,008.8% | +2,330.1% |
| All | +3,222.2% | +419.1% | +2,803.1% | +784.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling