+88.9%
AMD vs XLI
+7.4%
+81.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.1% | +10.9% | +10.8% |
| 7D | -11.0% | -2.8% | -8.2% | -5.4% |
| 30D | -30.5% | -3.1% | -27.4% | -25.4% |
| 3M | -8.2% | -11.7% | +3.5% | +15.8% |
| 6M | +6.6% | -7.6% | +14.1% | +26.0% |
| YTD | +109.7% | +5.7% | +104.0% | +105.9% |
| 1Y | +88.9% | +7.8% | +81.1% | +81.2% |
| All | +88.9% | +7.4% | +81.6% | +81.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling