+18.6%
AMBA vs XPO
+122.0%
-103.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.9% | +6.0% |
| 7D | -7.2% | -6.7% | -0.6% | -4.3% |
| 30D | -10.4% | -1.9% | -8.5% | -9.7% |
| 3M | -30.1% | -9.9% | -20.2% | -27.2% |
| 6M | -22.4% | -16.4% | -6.1% | -16.8% |
| YTD | -17.3% | +30.2% | -47.5% | -28.2% |
| 1Y | -35.4% | +29.9% | -65.3% | -44.1% |
| 3Y | +18.6% | +122.6% | -104.0% | -19.0% |
| All | +18.6% | +122.0% | -103.4% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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