+95.5%
AMD vs XYL
-30.7%
+126.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.0% | -4.0% | +0.7% |
| 7D | -15.5% | +14.5% | -30.0% | -16.5% |
| 30D | -22.6% | -1.3% | -21.3% | -23.0% |
| 3M | -5.7% | -17.0% | +11.2% | +0.6% |
| 6M | +43.1% | -11.3% | +54.4% | +43.9% |
| YTD | +128.2% | -25.0% | +153.2% | +138.5% |
| 1Y | +95.5% | -31.5% | +127.0% | +127.1% |
| All | +95.5% | -30.7% | +126.2% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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