+188.9%
AMAT vs XBI
+75.8%
+113.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.7% | +4.5% |
| 7D | -1.5% | +0.9% | -2.4% | -2.1% |
| 30D | -14.8% | +7.1% | -21.9% | -19.2% |
| 3M | -9.3% | +22.9% | -32.2% | -21.6% |
| 6M | +27.4% | +29.7% | -2.3% | +6.3% |
| YTD | +77.6% | +34.5% | +43.1% | +44.5% |
| 1Y | +188.9% | +76.1% | +112.9% | +73.9% |
| All | +188.9% | +75.8% | +113.1% | +73.9% |
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