+31.6%
XLB vs AMBA
-72.1%
+103.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.4% | +6.5% | -1.7% |
| 7D | -0.4% | -14.6% | +14.2% | +1.6% |
| 30D | +5.2% | -18.8% | +24.0% | +7.9% |
| 3M | -0.1% | -32.6% | +32.5% | +4.6% |
| 6M | +2.4% | -25.8% | +28.2% | +3.4% |
| YTD | +16.9% | -22.1% | +39.0% | +16.2% |
| 1Y | +25.0% | -36.2% | +61.3% | +27.4% |
| 3Y | +40.7% | +10.0% | +30.7% | +24.5% |
| 5Y | +31.6% | -71.6% | +103.2% | +24.9% |
| All | +31.6% | -72.1% | +103.7% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling