+896.0%
AMBA vs XPO
+4,386.3%
-3,490.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -2.6% | -1.5% | -1.1% | -1.9% |
| 30D | -10.5% | +2.6% | -13.1% | -11.4% |
| 3M | -26.4% | -6.1% | -20.3% | -24.9% |
| 6M | -20.9% | -8.0% | -12.9% | -18.8% |
| YTD | -14.8% | +38.5% | -53.3% | -26.6% |
| 1Y | -36.1% | +35.0% | -71.1% | -44.6% |
| 3Y | +20.2% | +126.5% | -106.2% | -18.2% |
| 5Y | -67.2% | +315.4% | -382.7% | -83.1% |
| 10Y | +5.0% | +1,272.1% | -1,267.2% | -65.4% |
| All | +896.0% | +4,386.3% | -3,490.3% | +106.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling