+175.3%
XEL vs AMBA
+12.8%
+162.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.3% | -4.6% | +0.5% |
| 7D | +1.1% | 0.0% | +1.1% | +1.0% |
| 30D | +8.7% | -8.6% | +17.2% | +8.9% |
| 3M | +3.5% | -29.0% | +32.5% | +4.3% |
| 6M | +2.6% | -19.2% | +21.8% | +2.5% |
| YTD | +11.1% | -13.0% | +24.0% | +10.6% |
| 1Y | +2.2% | -31.3% | +33.4% | +2.4% |
| 3Y | +51.1% | +28.1% | +23.0% | +45.3% |
| 5Y | +48.0% | -69.4% | +117.5% | +48.4% |
| 10Y | +175.3% | +7.6% | +167.7% | +144.3% |
| All | +175.3% | +12.8% | +162.5% | +144.3% |
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