+77.3%
XBI vs AMDL
+95.0%
-17.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.2% | -9.5% | -1.1% |
| 7D | +0.9% | +4.5% | -3.7% | +0.5% |
| 30D | +7.1% | -4.4% | +11.5% | +7.1% |
| 3M | +22.9% | -30.5% | +53.4% | +23.7% |
| 6M | +29.7% | +300.9% | -271.2% | +8.9% |
| YTD | +34.5% | +219.9% | -185.5% | +13.5% |
| 1Y | +76.1% | +374.7% | -298.7% | +39.2% |
| All | +77.3% | +95.0% | -17.7% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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