+90.7%
XBI vs AMRZ
-20.1%
+110.8%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -4.6% | -7.5% | +2.9% | -3.3% |
| 30D | -2.0% | -12.4% | +10.4% | +0.3% |
| 3M | +17.8% | -22.4% | +40.2% | +22.6% |
| 6M | +23.7% | -29.5% | +53.2% | +31.0% |
| YTD | +28.2% | -24.1% | +52.4% | +33.2% |
| 1Y | +64.0% | -26.3% | +90.2% | +71.3% |
| All | +90.7% | -20.1% | +110.8% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 3y: compounded portfolio wealth divided by compounded AMRZ 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…
3y analysis · Full analysis span regression · 6 months rolling