+10,266.4%
AMD vs XYL
+403.7%
+9,862.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +2.8% |
| 7D | +6.5% | +0.6% | +5.9% | +6.0% |
| 30D | -15.3% | -5.7% | -9.6% | -14.5% |
| 3M | +9.7% | -19.8% | +29.5% | +22.4% |
| 6M | +13.2% | -14.2% | +27.4% | +19.5% |
| YTD | +140.6% | -28.1% | +168.7% | +183.7% |
| 1Y | +111.2% | -35.0% | +146.2% | +166.6% |
| 3Y | +334.4% | +2.1% | +332.4% | +304.9% |
| 5Y | +268.3% | -22.1% | +290.5% | +301.0% |
| 10Y | +8,077.9% | +107.0% | +7,971.0% | +4,533.4% |
| All | +10,266.4% | +403.7% | +9,862.7% | +3,309.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling