+164.0%
XBI vs AMBA
+2.6%
+161.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.4% | -10.0% | -3.5% |
| 7D | -3.6% | +2.5% | -6.1% | -4.3% |
| 30D | +0.9% | -16.1% | +17.0% | +4.8% |
| 3M | +21.4% | +4.6% | +16.8% | +16.3% |
| 6M | +25.5% | +29.2% | -3.7% | +11.6% |
| YTD | +30.8% | -2.9% | +33.7% | +23.5% |
| 1Y | +68.6% | -18.7% | +87.3% | +63.7% |
| 3Y | +103.9% | +14.9% | +89.0% | +68.4% |
| 5Y | +20.8% | -53.0% | +73.7% | +15.0% |
| 10Y | +164.0% | +8.3% | +155.7% | +71.4% |
| All | +164.0% | +2.6% | +161.4% | +71.4% |
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