+165.0%
AMAT vs XBI
+125.4%
+39.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.1% | +8.3% | +9.4% |
| 7D | -1.1% | +3.2% | -4.3% | -2.5% |
| 30D | -26.9% | +2.0% | -29.0% | -27.4% |
| 3M | -31.2% | -0.3% | -30.9% | -31.2% |
| 6M | -14.7% | +16.6% | -31.3% | -22.8% |
| YTD | +44.7% | +28.8% | +15.9% | +22.8% |
| 1Y | +62.0% | +44.6% | +17.3% | +27.6% |
| 3Y | +165.0% | +137.1% | +27.8% | +72.0% |
| All | +165.0% | +125.4% | +39.5% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling