+8,935.0%
AMD vs XYL
+408.9%
+8,526.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.2% | +13.3% | +12.4% |
| 7D | -11.0% | +5.9% | -16.9% | -14.6% |
| 30D | -30.5% | -3.9% | -26.6% | -30.7% |
| 3M | -8.2% | -18.7% | +10.5% | +1.4% |
| 6M | +6.6% | -16.9% | +23.4% | +14.8% |
| YTD | +109.7% | -27.4% | +137.0% | +145.6% |
| 1Y | +88.9% | -34.0% | +122.9% | +136.1% |
| 3Y | +301.8% | +5.6% | +296.2% | +266.5% |
| 5Y | +229.4% | -20.6% | +249.9% | +254.5% |
| 10Y | +6,745.1% | +133.4% | +6,611.7% | +3,477.8% |
| All | +8,935.0% | +408.9% | +8,526.1% | +2,852.0% |
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