+394.8%
AMD vs XLY
+34.6%
+360.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.4% | +4.7% |
| 7D | +14.0% | -2.1% | +16.1% | +16.7% |
| 30D | +11.0% | -6.0% | +17.0% | +19.3% |
| 3M | +9.6% | -2.7% | +12.3% | +12.1% |
| 6M | +157.1% | -1.5% | +158.6% | +160.6% |
| YTD | +143.3% | -5.4% | +148.8% | +160.5% |
| 1Y | +234.4% | -3.8% | +238.3% | +250.0% |
| All | +394.8% | +34.6% | +360.2% | +240.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling