+907.0%
XBI vs AMT
+772.9%
+134.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -1.8% | -2.4% | +0.6% | -0.8% |
| 30D | +3.2% | +4.2% | -1.0% | +1.3% |
| 3M | -1.1% | +13.4% | -14.5% | -6.5% |
| 6M | +16.1% | +9.4% | +6.7% | +10.4% |
| YTD | +28.3% | +11.7% | +16.6% | +20.1% |
| 1Y | +37.7% | +7.1% | +30.6% | +31.1% |
| 3Y | +134.9% | +15.1% | +119.9% | +110.4% |
| 5Y | +24.5% | -17.9% | +42.4% | +27.5% |
| 10Y | +139.4% | +133.5% | +5.9% | +48.9% |
| All | +907.0% | +772.9% | +134.1% | +234.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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