+240.9%
XHB vs AMBA
+7.9%
+233.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.8% |
| 7D | -4.1% | +2.6% | -6.7% | -4.7% |
| 30D | +9.6% | -3.6% | +13.2% | +10.1% |
| 3M | -6.0% | -24.6% | +18.6% | -1.4% |
| 6M | +2.2% | -21.6% | +23.8% | +2.8% |
| YTD | +1.1% | -11.8% | +12.9% | -1.9% |
| 1Y | -1.7% | -33.2% | +31.5% | +0.4% |
| 3Y | +36.5% | +24.5% | +12.0% | +14.0% |
| 5Y | +33.5% | -67.7% | +101.1% | +36.9% |
| 10Y | +240.9% | +4.7% | +236.2% | +134.6% |
| All | +240.9% | +7.9% | +233.1% | +134.6% |
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