+39.5%
XHB vs AMBA
-54.5%
+94.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.7% | +1.1% |
| 7D | -1.3% | -11.0% | +9.7% | +0.9% |
| 30D | -6.9% | -23.2% | +16.3% | -2.2% |
| 3M | -1.3% | -12.7% | +11.5% | -1.3% |
| 6M | -6.8% | +11.2% | -18.0% | -12.8% |
| YTD | +0.7% | -11.2% | +12.0% | -1.9% |
| 1Y | -11.2% | -22.5% | +11.3% | -12.4% |
| 3Y | +25.3% | -1.3% | +26.6% | +9.8% |
| All | +39.5% | -54.5% | +94.1% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling