+337.4%
AMD vs XLP
+45.0%
+292.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.4% | +2.9% |
| 7D | -15.5% | +5.9% | -21.4% | -12.6% |
| 30D | -22.6% | +13.5% | -36.1% | -17.4% |
| 3M | -5.7% | +8.4% | -14.2% | -0.9% |
| 6M | +43.1% | +11.5% | +31.6% | +51.3% |
| YTD | +128.2% | +20.6% | +107.6% | +139.8% |
| 1Y | +95.5% | +24.3% | +71.2% | +104.4% |
| All | +337.4% | +45.0% | +292.4% | +336.1% |
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