+139.0%
XBI vs AMBA
+4.3%
+134.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.7% |
| 7D | +0.1% | -2.7% | +2.7% | +0.7% |
| 30D | +0.8% | -10.5% | +11.3% | +3.3% |
| 3M | -1.9% | -26.4% | +24.6% | +4.6% |
| 6M | +15.2% | -20.9% | +36.1% | +15.7% |
| YTD | +27.3% | -14.8% | +42.1% | +23.4% |
| 1Y | +41.5% | -36.1% | +77.5% | +46.3% |
| 3Y | +133.1% | +20.2% | +112.8% | +88.7% |
| 5Y | +23.7% | -67.2% | +90.9% | +29.1% |
| 10Y | +139.0% | +4.9% | +134.0% | +55.5% |
| All | +139.0% | +4.3% | +134.7% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling