+127.5%
XLC vs AMBA
+34.9%
+92.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.1% | -5.7% | -0.6% |
| 7D | +4.9% | -7.2% | +12.1% | +6.1% |
| 30D | -5.8% | -10.4% | +4.6% | -4.4% |
| 3M | -5.4% | -30.1% | +24.7% | -0.3% |
| 6M | -10.2% | -22.4% | +12.3% | -9.7% |
| YTD | -10.2% | -17.3% | +7.2% | -11.9% |
| 1Y | -5.6% | -35.4% | +29.8% | -3.6% |
| 3Y | +61.0% | +18.6% | +42.4% | +36.0% |
| 5Y | +35.2% | -69.8% | +105.1% | +39.6% |
| All | +127.5% | +34.9% | +92.7% | +41.8% |
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 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