+428.6%
XBI vs AMBA
+831.3%
-402.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | 0.0% |
| 7D | -1.8% | +2.6% | -4.3% | -2.3% |
| 30D | +3.2% | -3.6% | +6.8% | +3.9% |
| 3M | -1.1% | -24.6% | +23.5% | +4.6% |
| 6M | +16.1% | -21.6% | +37.7% | +17.0% |
| YTD | +28.3% | -11.8% | +40.1% | +23.8% |
| 1Y | +37.7% | -33.2% | +70.9% | +40.8% |
| 3Y | +134.9% | +24.5% | +110.5% | +92.9% |
| 5Y | +24.5% | -67.7% | +92.2% | +30.6% |
| 10Y | +139.4% | +4.7% | +134.6% | +70.5% |
| All | +428.6% | +831.3% | -402.7% | +171.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling