+7,765.4%
AMD vs XBI
+129.6%
+7,635.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.4% | -8.3% | -8.4% |
| 7D | +18.9% | -1.1% | +20.0% | +20.0% |
| 30D | -6.4% | +2.6% | -9.0% | -7.1% |
| 3M | +10.6% | -4.0% | +14.6% | +14.1% |
| 6M | +19.9% | +10.9% | +8.9% | +10.8% |
| YTD | +149.4% | +23.6% | +125.8% | +112.7% |
| 1Y | +115.4% | +35.1% | +80.3% | +71.3% |
| 3Y | +357.3% | +125.2% | +232.1% | +138.8% |
| 5Y | +261.1% | +19.7% | +241.4% | +200.7% |
| All | +7,765.4% | +129.6% | +7,635.8% | +3,903.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling