+39.5%
XLC vs AMBA
-69.7%
+109.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.3% | -2.8% | +1.7% |
| 7D | +7.1% | 0.0% | +7.1% | +7.0% |
| 30D | -2.7% | -8.6% | +5.9% | -1.7% |
| 3M | -3.2% | -29.0% | +25.8% | +1.1% |
| 6M | -7.7% | -19.2% | +11.6% | -7.7% |
| YTD | -8.0% | -13.0% | +5.0% | -10.2% |
| 1Y | -3.1% | -31.3% | +28.2% | -2.0% |
| 3Y | +64.9% | +28.1% | +36.7% | +38.5% |
| 5Y | +39.5% | -69.4% | +109.0% | +33.6% |
| All | +39.5% | -69.7% | +109.3% | +33.6% |
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