+31.6%
XLB vs AMBA
-69.1%
+100.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.1% |
| 7D | +0.5% | -2.7% | +3.1% | +0.8% |
| 30D | +6.9% | -10.5% | +17.4% | +8.2% |
| 3M | -0.2% | -26.4% | +26.3% | +3.4% |
| 6M | +3.3% | -20.9% | +24.2% | +3.5% |
| YTD | +18.0% | -14.8% | +32.8% | +16.0% |
| 1Y | +24.2% | -36.1% | +60.3% | +26.9% |
| 3Y | +44.7% | +20.2% | +24.5% | +26.5% |
| 5Y | +31.6% | -67.2% | +98.8% | +22.6% |
| All | +31.6% | -69.1% | +100.7% | +22.6% |
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