-2.6%
XHB vs AMBA
-23.1%
+20.5%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.1% | -7.6% | -1.6% |
| 7D | +1.3% | -7.2% | +8.5% | +1.5% |
| 30D | +7.8% | -10.4% | +18.2% | +8.0% |
| 3M | -5.5% | -30.1% | +24.7% | -4.6% |
| 6M | -2.6% | -22.4% | +19.8% | -2.3% |
| All | -2.6% | -23.1% | +20.5% | -2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling