+295.7%
AMD vs XLU
+54.9%
+240.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.4% | +11.4% | +11.2% |
| 7D | -11.0% | -0.7% | -10.4% | -10.8% |
| 30D | -30.5% | +4.8% | -35.3% | -31.8% |
| 3M | -8.2% | +0.2% | -8.4% | -8.3% |
| 6M | +6.6% | -4.3% | +10.9% | +8.2% |
| YTD | +109.7% | +3.1% | +106.5% | +104.3% |
| 1Y | +88.9% | +0.3% | +88.6% | +86.9% |
| All | +295.7% | +54.9% | +240.8% | +274.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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