+132.8%
AMD vs XYL
-36.1%
+168.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.8% | +9.1% | +7.4% |
| 7D | +13.1% | -5.9% | +19.0% | +13.5% |
| 30D | -7.0% | -7.3% | +0.3% | -6.9% |
| 3M | +16.6% | -22.5% | +39.1% | +25.2% |
| 6M | +20.5% | -14.4% | +34.9% | +19.3% |
| YTD | +158.2% | -29.4% | +187.6% | +170.8% |
| 1Y | +132.8% | -35.6% | +168.4% | +166.6% |
| All | +132.8% | -36.1% | +168.9% | +166.6% |
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