+233.4%
XHB vs AMBA
-0.9%
+234.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +1.0% |
| 7D | -0.2% | +2.7% | -2.9% | -0.7% |
| 30D | +9.9% | -2.2% | +12.1% | +10.1% |
| 3M | -6.3% | -26.6% | +20.4% | -1.2% |
| 6M | +3.8% | -26.8% | +30.6% | +6.0% |
| YTD | +0.1% | -15.1% | +15.3% | -2.2% |
| 1Y | -0.8% | -32.3% | +31.4% | +1.0% |
| 3Y | +35.6% | +19.8% | +15.8% | +14.1% |
| 5Y | +29.6% | -69.2% | +98.8% | +34.2% |
| All | +233.4% | -0.9% | +234.3% | +131.0% |
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