+23.3%
XLB vs AMBA
-32.6%
+55.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | +0.2% |
| 7D | -1.6% | +2.6% | -4.2% | -1.7% |
| 30D | +7.2% | -3.6% | +10.8% | +7.3% |
| 3M | 0.0% | -24.6% | +24.7% | +0.8% |
| 6M | +2.3% | -21.6% | +23.9% | +2.3% |
| YTD | +18.4% | -11.8% | +30.2% | +16.7% |
| 1Y | +23.3% | -33.2% | +56.5% | +21.8% |
| All | +23.3% | -32.6% | +55.9% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling