+8,077.9%
AMD vs XLP
+129.0%
+7,948.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +1.1% | +13.7% | +14.0% |
| 7D | +6.5% | +2.3% | +4.1% | +4.9% |
| 30D | -15.3% | +9.1% | -24.4% | -21.1% |
| 3M | +9.7% | +7.9% | +1.9% | +2.5% |
| 6M | +13.2% | +9.6% | +3.6% | +2.1% |
| YTD | +140.6% | +19.4% | +121.1% | +99.8% |
| 1Y | +111.2% | +22.4% | +88.8% | +70.8% |
| 3Y | +334.4% | +43.2% | +291.3% | +189.5% |
| 5Y | +268.3% | +42.6% | +225.8% | +148.1% |
| 10Y | +8,077.9% | +135.4% | +7,942.5% | +4,059.0% |
| All | +8,077.9% | +129.0% | +7,948.9% | +4,059.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 10y: compounded portfolio wealth divided by compounded XLP 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…
10y analysis · Full analysis span regression · 6 months rolling