-16.3%
AMAT vs XBI
+16.1%
-32.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.1% | +8.3% | +8.9% |
| 7D | -1.1% | +3.2% | -4.3% | -2.4% |
| 30D | -26.9% | +2.0% | -29.0% | -27.2% |
| 3M | -31.2% | -0.3% | -30.9% | -31.7% |
| All | -16.3% | +16.1% | -32.4% | -29.0% |
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 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