+40.7%
XLC vs AMBA
-69.7%
+110.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.3% |
| 7D | +3.7% | +2.7% | +1.0% | +3.3% |
| 30D | -1.9% | -2.2% | +0.3% | -1.8% |
| 3M | -3.1% | -26.6% | +23.5% | +0.7% |
| 6M | -6.4% | -26.8% | +20.4% | -4.9% |
| YTD | -6.8% | -15.1% | +8.3% | -8.8% |
| 1Y | -1.7% | -32.3% | +30.6% | -0.4% |
| 3Y | +64.7% | +19.8% | +44.9% | +40.0% |
| All | +40.7% | -69.7% | +110.4% | +34.9% |
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