+149.7%
XBI vs AMCR
+14.6%
+135.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.2% |
| 7D | -4.6% | -6.3% | +1.6% | -2.4% |
| 30D | -2.0% | -7.8% | +5.8% | +0.9% |
| 3M | +17.8% | +7.5% | +10.3% | +14.2% |
| 6M | +23.7% | +2.7% | +21.0% | +21.5% |
| YTD | +28.2% | +6.0% | +22.2% | +23.6% |
| 1Y | +64.0% | +7.8% | +56.2% | +56.7% |
| 3Y | +99.4% | +5.8% | +93.6% | +89.0% |
| 5Y | +19.3% | -11.6% | +31.0% | +20.7% |
| All | +149.7% | +14.6% | +135.1% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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