-16.1%
AMD vs XYL
-18.2%
+2.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.0% | -16.3% | -17.7% |
| 7D | -28.6% | +10.2% | -38.8% | -25.2% |
| 30D | -37.7% | -4.3% | -33.4% | -37.4% |
| 3M | -16.1% | -17.8% | +1.7% | -17.2% |
| All | -16.1% | -18.2% | +2.1% | -17.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling