+295.8%
AMD vs XYL
-23.7%
+319.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.1% | +7.0% | +6.6% |
| 7D | +44.7% | -6.0% | +50.7% | +50.2% |
| 30D | -3.3% | -8.3% | +5.0% | -1.0% |
| 3M | +21.2% | -22.6% | +43.8% | +40.5% |
| 6M | +30.6% | -15.0% | +45.6% | +38.5% |
| YTD | +173.3% | -30.2% | +203.5% | +236.0% |
| 1Y | +126.1% | -36.4% | +162.5% | +200.8% |
| 3Y | +393.5% | -0.9% | +394.4% | +338.7% |
| 5Y | +295.8% | -23.4% | +319.1% | +309.9% |
| All | +295.8% | -23.7% | +319.5% | +309.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling