+3,222.2%
AMD vs XLI
+1,121.5%
+2,100.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.4% | +4.3% | +4.2% |
| 7D | +2.6% | -1.1% | +3.6% | +3.9% |
| 30D | -0.9% | -5.9% | +5.0% | +6.9% |
| 3M | -8.7% | -0.3% | -8.5% | -7.4% |
| 6M | +136.3% | +0.1% | +136.2% | +140.0% |
| YTD | +123.0% | +13.6% | +109.4% | +94.7% |
| 1Y | +195.2% | +17.2% | +178.0% | +149.2% |
| 3Y | +336.3% | +68.2% | +268.1% | +145.5% |
| 5Y | +334.5% | +80.7% | +253.7% | +134.6% |
| 10Y | +6,259.1% | +253.3% | +6,005.9% | +1,365.0% |
| All | +3,222.2% | +1,121.5% | +2,100.7% | +132.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling