+331.1%
AMD vs XLP
+27.4%
+303.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +4.4% |
| 7D | +2.6% | -1.0% | +3.6% | +2.3% |
| 30D | -0.9% | -0.9% | -0.1% | -1.1% |
| 3M | -8.7% | +3.8% | -12.5% | -8.6% |
| 6M | +136.3% | -1.7% | +138.1% | +137.2% |
| YTD | +123.0% | +10.3% | +112.7% | +121.7% |
| 1Y | +195.2% | +7.8% | +187.4% | +195.4% |
| All | +331.1% | +27.4% | +303.7% | +319.6% |
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