+6.6%
AMD vs XLI
-6.7%
+13.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.1% | +10.9% | +10.8% |
| 7D | -11.0% | -2.8% | -8.2% | -4.2% |
| 30D | -30.5% | -3.1% | -27.4% | -24.3% |
| 3M | -8.2% | -11.7% | +3.5% | +22.2% |
| 6M | +6.6% | -7.6% | +14.1% | +31.5% |
| All | +6.6% | -6.7% | +13.3% | +31.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling