+937.8%
AMBA vs XPO
+4,502.9%
-3,565.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.5% | -5.3% | -2.6% |
| 7D | -11.0% | +2.4% | -13.4% | -11.9% |
| 30D | -23.2% | -3.5% | -19.6% | -22.1% |
| 3M | -12.7% | -11.9% | -0.8% | -8.5% |
| 6M | +11.2% | -10.0% | +21.2% | +15.1% |
| YTD | -11.2% | +42.1% | -53.3% | -24.0% |
| 1Y | -22.5% | +47.6% | -70.1% | -35.3% |
| 3Y | -1.3% | +153.6% | -154.9% | -36.2% |
| 5Y | -54.2% | +266.5% | -320.7% | -75.3% |
| 10Y | -6.1% | +1,460.4% | -1,466.6% | -70.2% |
| All | +937.8% | +4,502.9% | -3,565.1% | +114.1% |
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