+167.7%
XLB vs AMBA
+12.8%
+154.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.3% | -3.4% | +1.1% |
| 7D | -1.4% | 0.0% | -1.3% | -1.4% |
| 30D | +7.1% | -8.6% | +15.7% | +8.3% |
| 3M | +0.6% | -29.0% | +29.6% | +5.3% |
| 6M | +3.5% | -19.2% | +22.7% | +3.4% |
| YTD | +18.2% | -13.0% | +31.2% | +15.7% |
| 1Y | +25.6% | -31.3% | +56.9% | +27.0% |
| 3Y | +46.7% | +28.1% | +18.5% | +26.4% |
| 5Y | +30.9% | -69.4% | +100.3% | +33.8% |
| 10Y | +167.7% | +7.6% | +160.1% | +89.9% |
| All | +167.7% | +12.8% | +154.9% | +89.9% |
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