+61.4%
AMAT vs XBI
+47.5%
+13.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.7% | -5.9% | -4.8% |
| 7D | -11.2% | +1.0% | -12.2% | -11.7% |
| 30D | -31.9% | +1.9% | -33.7% | -32.6% |
| 3M | -32.3% | +4.8% | -37.1% | -35.0% |
| 6M | -5.4% | +19.3% | -24.7% | -16.4% |
| YTD | +44.3% | +30.6% | +13.6% | +22.4% |
| 1Y | +61.4% | +47.9% | +13.5% | +31.0% |
| All | +61.4% | +47.5% | +13.9% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 1y: compounded portfolio wealth divided by compounded XBI 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…
1y analysis · Full analysis span regression · 6 months rolling