+390.9%
AMD vs XLV
+33.0%
+357.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.4% | +3.3% |
| 7D | +14.0% | -3.7% | +17.7% | +17.1% |
| 30D | +11.0% | -1.1% | +12.1% | +11.2% |
| 3M | +9.6% | +8.2% | +1.3% | -0.6% |
| 6M | +157.1% | +8.9% | +148.2% | +130.7% |
| YTD | +143.3% | +8.5% | +134.8% | +118.2% |
| 1Y | +234.4% | +22.3% | +212.1% | +159.1% |
| 3Y | +391.2% | +32.6% | +358.5% | +234.1% |
| 5Y | +390.9% | +34.4% | +356.5% | +231.6% |
| All | +390.9% | +33.0% | +357.9% | +231.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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