+27.4%
AMAT vs XBI
+31.8%
-4.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.7% | +4.6% |
| 7D | -1.5% | +0.9% | -2.4% | -2.2% |
| 30D | -14.8% | +7.1% | -21.9% | -19.8% |
| 3M | -9.3% | +22.9% | -32.2% | -23.7% |
| 6M | +27.4% | +29.7% | -2.3% | +2.8% |
| All | +27.4% | +31.8% | -4.4% | +2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling