+989.4%
AMD vs XBI
+875.6%
+113.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.6% | +8.5% | +9.1% |
| 7D | -11.0% | -2.4% | -8.6% | -8.5% |
| 30D | -30.5% | +1.3% | -31.8% | -30.5% |
| 3M | -8.2% | -1.5% | -6.7% | -7.3% |
| 6M | +6.6% | +10.7% | -4.1% | -1.0% |
| YTD | +109.7% | +25.0% | +84.7% | +78.2% |
| 1Y | +88.9% | +39.9% | +49.0% | +47.2% |
| 3Y | +301.8% | +119.2% | +182.6% | +118.5% |
| 5Y | +229.4% | +16.6% | +212.7% | +178.7% |
| 10Y | +6,745.1% | +181.3% | +6,563.8% | +2,790.3% |
| All | +989.4% | +875.6% | +113.7% | +5.3% |
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