+264.6%
AMD vs XLI
+69.5%
+195.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.4% | -8.4% | -8.1% |
| 7D | +18.9% | +3.8% | +15.2% | +12.3% |
| 30D | -6.4% | +1.0% | -7.5% | -6.6% |
| 3M | +10.6% | -8.9% | +19.5% | +31.3% |
| 6M | +19.9% | -2.3% | +22.2% | +28.4% |
| YTD | +149.4% | +9.7% | +139.7% | +121.5% |
| 1Y | +115.4% | +12.3% | +103.1% | +83.9% |
| 3Y | +357.3% | +71.5% | +285.8% | +96.8% |
| All | +264.6% | +69.5% | +195.1% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling