+188.3%
AMAT vs XBI
+69.6%
+118.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | +0.2% |
| 7D | +6.9% | -3.6% | +10.6% | +9.4% |
| 30D | -10.1% | +0.9% | -11.0% | -11.2% |
| 3M | -6.0% | +21.4% | -27.4% | -18.2% |
| 6M | +38.6% | +25.5% | +13.1% | +18.2% |
| YTD | +83.1% | +30.8% | +52.2% | +51.8% |
| 1Y | +188.3% | +68.6% | +119.8% | +79.7% |
| All | +188.3% | +69.6% | +118.7% | +79.7% |
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 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