+301.8%
AMD vs XYL
+5.2%
+296.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.2% | +13.3% | +12.0% |
| 7D | -11.0% | +5.9% | -16.9% | -13.6% |
| 30D | -30.5% | -3.9% | -26.6% | -30.8% |
| 3M | -8.2% | -18.7% | +10.5% | +1.4% |
| 6M | +6.6% | -16.9% | +23.4% | +14.1% |
| YTD | +109.7% | -27.4% | +137.0% | +145.4% |
| 1Y | +88.9% | -34.0% | +122.9% | +139.1% |
| 3Y | +301.8% | +5.6% | +296.2% | +251.1% |
| All | +301.8% | +5.2% | +296.6% | +251.1% |
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 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