+264.6%
AMD vs XLY
+22.7%
+241.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.4% | -8.4% | -8.2% |
| 7D | +18.9% | +2.0% | +16.9% | +16.2% |
| 30D | -6.4% | +7.6% | -14.0% | -14.6% |
| 3M | +10.6% | +1.5% | +9.1% | +8.6% |
| 6M | +19.9% | +1.5% | +18.4% | +17.5% |
| YTD | +149.4% | +1.1% | +148.3% | +146.7% |
| 1Y | +115.4% | +4.3% | +111.1% | +103.9% |
| 3Y | +357.3% | +51.8% | +305.5% | +158.9% |
| All | +264.6% | +22.7% | +241.9% | +210.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling