+327.8%
XEL vs AMBA
+837.3%
-509.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | -1.0% | -11.0% | +10.0% | -0.7% |
| 30D | -1.9% | -23.2% | +21.2% | -1.3% |
| 3M | -1.9% | -12.7% | +10.8% | -1.9% |
| 6M | -7.4% | +11.2% | -18.7% | -8.3% |
| YTD | +4.1% | -11.2% | +15.3% | +3.7% |
| 1Y | +8.0% | -22.5% | +30.6% | +7.8% |
| 3Y | +48.4% | -1.3% | +49.7% | +45.2% |
| 5Y | +27.2% | -54.2% | +81.4% | +25.4% |
| 10Y | +146.8% | -6.1% | +152.9% | +129.4% |
| All | +327.8% | +837.3% | -509.4% | +255.3% |
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 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