+40.4%
XLB vs AMBA
+16.7%
+23.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.1% | -6.9% | -1.3% |
| 7D | -1.5% | -7.2% | +5.7% | -0.8% |
| 30D | +6.1% | -10.4% | +16.4% | +7.0% |
| 3M | 0.0% | -30.1% | +30.2% | +3.3% |
| 6M | 0.0% | -22.4% | +22.4% | +0.2% |
| YTD | +16.0% | -17.3% | +33.4% | +14.5% |
| 1Y | +24.7% | -35.4% | +60.1% | +26.6% |
| 3Y | +40.4% | +18.6% | +21.7% | +21.4% |
| All | +40.4% | +16.7% | +23.6% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling