+228.1%
AMAT vs XBI
+107.0%
+121.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.6% |
| 7D | +7.0% | -0.9% | +7.9% | +7.5% |
| 30D | -12.2% | +2.9% | -15.1% | -14.1% |
| 3M | -3.8% | +26.2% | -30.0% | -16.4% |
| 6M | +45.9% | +30.7% | +15.2% | +24.2% |
| YTD | +84.6% | +32.9% | +51.7% | +55.2% |
| 1Y | +193.4% | +72.3% | +121.1% | +112.6% |
| 3Y | +228.1% | +107.2% | +120.9% | +111.8% |
| All | +228.1% | +107.0% | +121.1% | +111.8% |
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