+234.4%
AMD vs XBI
+69.6%
+164.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +4.3% |
| 7D | +14.0% | -3.6% | +17.6% | +17.3% |
| 30D | +11.0% | +0.9% | +10.1% | +9.1% |
| 3M | +9.6% | +21.4% | -11.8% | -9.3% |
| 6M | +157.1% | +25.5% | +131.6% | +107.0% |
| YTD | +143.3% | +30.8% | +112.5% | +91.3% |
| 1Y | +234.4% | +68.6% | +165.9% | +155.2% |
| All | +234.4% | +69.6% | +164.8% | +155.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling