+365.9%
XHB vs AMBA
+722.2%
-356.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -9.4% | +6.0% | -1.8% |
| 7D | +2.5% | -14.6% | +17.1% | +5.3% |
| 30D | +6.7% | -18.8% | +25.5% | +10.2% |
| 3M | -5.8% | -32.6% | +26.8% | +0.2% |
| 6M | +1.7% | -25.8% | +27.5% | +3.3% |
| YTD | +1.9% | -22.1% | +24.0% | +1.6% |
| 1Y | +0.9% | -36.2% | +37.1% | +3.6% |
| 3Y | +37.6% | +10.0% | +27.6% | +21.5% |
| 5Y | +35.7% | -71.6% | +107.3% | +42.1% |
| 10Y | +262.3% | -4.7% | +267.1% | +187.6% |
| All | +365.9% | +722.2% | -356.3% | +154.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling