+259.3%
XHB vs AMBA
+12.8%
+246.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.3% | -1.7% | +2.6% |
| 7D | +1.3% | 0.0% | +1.4% | +1.2% |
| 30D | +11.8% | -8.6% | +20.4% | +13.4% |
| 3M | -3.8% | -29.0% | +25.1% | +2.0% |
| 6M | +4.1% | -19.2% | +23.3% | +4.0% |
| YTD | +4.0% | -13.0% | +16.9% | +1.1% |
| 1Y | +1.6% | -31.3% | +32.8% | +3.0% |
| 3Y | +43.2% | +28.1% | +15.0% | +18.7% |
| 5Y | +35.8% | -69.4% | +105.3% | +40.8% |
| 10Y | +259.3% | +7.6% | +251.6% | +147.7% |
| All | +259.3% | +12.8% | +246.5% | +147.7% |
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