+201.5%
AMD vs XLU
+51.1%
+150.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.4% | +11.4% | +11.2% |
| 7D | -11.0% | -0.7% | -10.4% | -10.7% |
| 30D | -30.5% | +4.8% | -35.3% | -32.3% |
| 3M | -8.2% | +0.2% | -8.4% | -8.5% |
| 6M | +6.6% | -4.3% | +10.9% | +8.5% |
| YTD | +109.7% | +3.1% | +106.5% | +103.7% |
| 1Y | +88.9% | +0.3% | +88.6% | +86.6% |
| 3Y | +301.8% | +52.9% | +248.9% | +214.7% |
| All | +201.5% | +51.1% | +150.4% | +143.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling