+401.2%
AMD vs XLI
+72.7%
+328.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.9% | +6.8% | +7.4% |
| 7D | +44.7% | +4.3% | +40.4% | +35.2% |
| 30D | -3.3% | +0.5% | -3.8% | -2.6% |
| 3M | +21.2% | -8.6% | +29.8% | +43.0% |
| 6M | +30.6% | -2.3% | +32.9% | +39.9% |
| YTD | +173.3% | +10.1% | +163.2% | +142.0% |
| 1Y | +126.1% | +11.0% | +115.1% | +97.7% |
| All | +401.2% | +72.7% | +328.5% | +160.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling