+2,713.2%
AMD vs XLP
+577.3%
+2,136.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.8% | -16.5% | -16.6% |
| 7D | -28.6% | +3.5% | -32.1% | -30.9% |
| 30D | -37.7% | +11.6% | -49.3% | -44.1% |
| 3M | -16.1% | +7.6% | -23.7% | -22.7% |
| 6M | +13.8% | +10.0% | +3.8% | +0.4% |
| YTD | +88.8% | +19.7% | +69.1% | +52.9% |
| 1Y | +57.8% | +23.5% | +34.3% | +23.6% |
| 3Y | +260.3% | +44.0% | +216.3% | +136.9% |
| 5Y | +196.6% | +42.7% | +153.9% | +97.8% |
| 10Y | +6,064.6% | +131.3% | +5,933.3% | +2,513.6% |
| All | +2,713.2% | +577.3% | +2,136.0% | +427.5% |
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