+3,222.2%
AMD vs XLY
+1,135.1%
+2,087.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.3% | +6.0% | +6.3% |
| 7D | +2.6% | -2.0% | +4.5% | +4.9% |
| 30D | -0.9% | -3.1% | +2.2% | +2.4% |
| 3M | -8.7% | -1.8% | -6.9% | -7.4% |
| 6M | +136.3% | -0.9% | +137.2% | +138.2% |
| YTD | +123.0% | -3.4% | +126.4% | +132.1% |
| 1Y | +195.2% | -1.5% | +196.7% | +200.2% |
| 3Y | +336.3% | +38.8% | +297.5% | +199.6% |
| 5Y | +334.5% | +30.5% | +304.0% | +238.5% |
| 10Y | +6,259.1% | +215.3% | +6,043.8% | +1,804.8% |
| All | +3,222.2% | +1,135.1% | +2,087.1% | +161.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling