+1,707.5%
AMAT vs XBI
+158.9%
+1,548.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | +0.2% |
| 7D | +6.9% | -3.6% | +10.6% | +9.5% |
| 30D | -10.1% | +0.9% | -11.0% | -11.0% |
| 3M | -6.0% | +21.4% | -27.4% | -17.3% |
| 6M | +38.6% | +25.5% | +13.1% | +19.0% |
| YTD | +83.1% | +30.8% | +52.2% | +52.6% |
| 1Y | +188.3% | +68.6% | +119.8% | +103.8% |
| 3Y | +225.3% | +103.9% | +121.4% | +97.6% |
| 5Y | +262.0% | +20.8% | +241.2% | +201.5% |
| 10Y | +1,707.5% | +164.0% | +1,543.5% | +885.7% |
| All | +1,707.5% | +158.9% | +1,548.6% | +885.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling