+146.7%
XEL vs AMBA
-5.3%
+151.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.5% |
| 7D | +1.3% | -6.4% | +7.7% | +1.5% |
| 30D | -1.5% | -26.8% | +25.3% | -0.7% |
| 3M | -0.2% | -7.6% | +7.4% | -0.4% |
| 6M | -5.4% | +21.2% | -26.6% | -6.7% |
| YTD | +5.6% | -10.4% | +16.0% | +5.2% |
| 1Y | +10.5% | -24.4% | +34.9% | +10.3% |
| 3Y | +49.2% | +6.0% | +43.2% | +44.8% |
| 5Y | +30.1% | -53.9% | +84.0% | +27.6% |
| 10Y | +146.7% | -6.2% | +152.8% | +122.0% |
| All | +146.7% | -5.3% | +151.9% | +122.0% |
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