+261.9%
AMD vs XLP
+43.9%
+218.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.8% | -16.5% | -17.7% |
| 7D | -28.6% | +3.5% | -32.1% | -27.1% |
| 30D | -37.7% | +11.6% | -49.3% | -34.1% |
| 3M | -16.1% | +7.6% | -23.7% | -12.2% |
| 6M | +13.8% | +10.0% | +3.8% | +19.9% |
| YTD | +88.8% | +19.7% | +69.1% | +97.5% |
| 1Y | +57.8% | +23.5% | +34.3% | +64.2% |
| All | +261.9% | +43.9% | +218.0% | +259.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling