+8,589.1%
AMD vs XLY
+220.9%
+8,368.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +1.3% |
| 7D | +8.1% | -1.7% | +9.8% | +10.4% |
| 30D | +6.9% | -4.2% | +11.1% | +12.5% |
| 3M | +5.7% | -2.7% | +8.3% | +7.9% |
| 6M | +152.0% | -0.6% | +152.6% | +152.5% |
| YTD | +141.0% | -5.0% | +146.0% | +157.0% |
| 1Y | +231.6% | -4.1% | +235.7% | +249.2% |
| 3Y | +390.1% | +33.6% | +356.5% | +231.4% |
| 5Y | +390.6% | +28.7% | +361.9% | +265.3% |
| All | +8,589.1% | +220.9% | +8,368.2% | +1,745.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling