+6,351.7%
AMD vs XLI
+236.0%
+6,115.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.1% | +10.9% | +10.9% |
| 7D | -11.0% | -2.8% | -8.2% | -7.3% |
| 30D | -30.5% | -3.1% | -27.4% | -27.1% |
| 3M | -8.2% | -11.7% | +3.5% | +7.7% |
| 6M | +6.6% | -7.6% | +14.1% | +19.7% |
| YTD | +109.7% | +5.7% | +104.0% | +102.7% |
| 1Y | +88.9% | +7.8% | +81.1% | +78.7% |
| 3Y | +301.8% | +67.4% | +234.4% | +140.0% |
| 5Y | +229.4% | +64.8% | +164.5% | +106.3% |
| All | +6,351.7% | +236.0% | +6,115.8% | +3,463.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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