+64.9%
XLC vs AMBA
+23.3%
+41.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.3% | -2.8% | +2.0% |
| 7D | +7.1% | 0.0% | +7.1% | +7.0% |
| 30D | -2.7% | -8.6% | +5.9% | -2.1% |
| 3M | -3.2% | -29.0% | +25.8% | -0.6% |
| 6M | -7.7% | -19.2% | +11.6% | -7.7% |
| YTD | -8.0% | -13.0% | +5.0% | -9.5% |
| 1Y | -3.1% | -31.3% | +28.2% | -2.1% |
| 3Y | +64.9% | +28.1% | +36.7% | +43.2% |
| All | +64.9% | +23.3% | +41.6% | +43.2% |
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