+454.0%
XBI vs AMBA
+837.3%
-383.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.2% |
| 7D | +0.9% | -11.0% | +11.8% | +3.5% |
| 30D | +7.1% | -23.2% | +30.2% | +13.4% |
| 3M | +22.9% | -12.7% | +35.6% | +22.9% |
| 6M | +29.7% | +11.2% | +18.5% | +20.5% |
| YTD | +34.5% | -11.2% | +45.7% | +30.3% |
| 1Y | +76.1% | -22.5% | +98.6% | +73.4% |
| 3Y | +103.2% | -1.3% | +104.5% | +77.5% |
| 5Y | +22.8% | -54.2% | +77.0% | +18.8% |
| 10Y | +176.3% | -6.1% | +182.4% | +102.0% |
| All | +454.0% | +837.3% | -383.3% | +185.9% |
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