-68.4%
AMBA vs XPO
+306.2%
-374.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.8% | -2.7% |
| 7D | +2.7% | +9.0% | -6.3% | -1.7% |
| 30D | -2.2% | +4.2% | -6.3% | -4.3% |
| 3M | -26.6% | -8.7% | -18.0% | -23.6% |
| 6M | -26.8% | -2.8% | -24.0% | -26.5% |
| YTD | -15.1% | +41.9% | -57.0% | -31.5% |
| 1Y | -32.3% | +42.3% | -74.6% | -45.8% |
| 3Y | +19.8% | +127.3% | -107.5% | -31.7% |
| All | -68.4% | +306.2% | -374.6% | -88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling