+373.4%
AMD vs XYL
+0.5%
+372.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.8% | +9.1% | +8.1% |
| 7D | +13.1% | -5.9% | +19.0% | +16.1% |
| 30D | -7.0% | -7.3% | +0.3% | -5.8% |
| 3M | +16.6% | -22.5% | +39.1% | +32.0% |
| 6M | +20.5% | -14.4% | +34.9% | +25.2% |
| YTD | +158.2% | -29.4% | +187.6% | +205.6% |
| 1Y | +132.8% | -35.6% | +168.4% | +197.0% |
| All | +373.4% | +0.5% | +372.9% | +358.3% |
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