+195.2%
AMD vs XLY
-0.5%
+195.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.3% | +6.0% | +6.1% |
| 7D | +2.6% | -2.0% | +4.5% | +4.7% |
| 30D | -0.9% | -3.1% | +2.2% | +2.3% |
| 3M | -8.7% | -1.8% | -6.9% | -7.0% |
| 6M | +136.3% | -0.9% | +137.2% | +140.3% |
| YTD | +123.0% | -3.4% | +126.4% | +132.7% |
| 1Y | +195.2% | -1.5% | +196.7% | +212.8% |
| All | +195.2% | -0.5% | +195.7% | +212.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 1y: compounded portfolio wealth divided by compounded XLY 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…
1y analysis · Full analysis span regression · 6 months rolling