+331.1%
AMD vs XYL
+8.6%
+322.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.0% | +6.7% | +6.1% |
| 7D | +2.6% | -5.0% | +7.6% | +6.1% |
| 30D | -0.9% | -13.2% | +12.3% | +8.8% |
| 3M | -8.7% | -3.7% | -5.0% | -8.7% |
| 6M | +136.3% | -17.7% | +154.0% | +166.5% |
| YTD | +123.0% | -21.5% | +144.5% | +157.8% |
| 1Y | +195.2% | -24.5% | +219.7% | +252.4% |
| All | +331.1% | +8.6% | +322.5% | +249.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling