+2,576.5%
AMAT vs XBI
+905.7%
+1,670.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.1% | +8.3% | +9.5% |
| 7D | -1.1% | +3.2% | -4.3% | -2.4% |
| 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% | -22.2% |
| YTD | +44.7% | +28.8% | +15.9% | +24.0% |
| 1Y | +62.0% | +44.6% | +17.3% | +29.3% |
| 3Y | +165.0% | +137.1% | +27.8% | +55.4% |
| 5Y | +147.1% | +22.8% | +124.4% | +106.3% |
| 10Y | +1,315.3% | +149.4% | +1,165.8% | +679.0% |
| All | +2,576.5% | +905.7% | +1,670.8% | +348.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling