+3,300.2%
AMD vs XLP
+582.4%
+2,717.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.4% | -1.9% |
| 7D | -15.5% | +5.9% | -21.4% | -19.9% |
| 30D | -22.6% | +13.5% | -36.1% | -31.6% |
| 3M | -5.7% | +8.4% | -14.2% | -13.8% |
| 6M | +43.1% | +11.5% | +31.6% | +24.6% |
| YTD | +128.2% | +20.6% | +107.6% | +83.4% |
| 1Y | +95.5% | +24.3% | +71.2% | +52.1% |
| 3Y | +335.4% | +45.1% | +290.4% | +184.1% |
| 5Y | +255.5% | +44.6% | +210.9% | +133.9% |
| 10Y | +7,350.9% | +133.1% | +7,217.8% | +3,034.5% |
| All | +3,300.2% | +582.4% | +2,717.8% | +532.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling