+360.6%
XHB vs AMBA
+837.3%
-476.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.7% | +1.1% |
| 7D | -1.3% | -11.0% | +9.7% | +0.7% |
| 30D | -6.9% | -23.2% | +16.3% | -2.6% |
| 3M | -1.3% | -12.7% | +11.5% | -1.2% |
| 6M | -6.8% | +11.2% | -18.0% | -11.7% |
| YTD | +0.7% | -11.2% | +12.0% | -1.3% |
| 1Y | -11.2% | -22.5% | +11.3% | -11.9% |
| 3Y | +25.3% | -1.3% | +26.6% | +13.6% |
| 5Y | +37.3% | -54.2% | +91.5% | +33.2% |
| 10Y | +211.5% | -6.1% | +217.6% | +146.9% |
| All | +360.6% | +837.3% | -476.7% | +147.4% |
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