-9.2%
XLC vs AMBA
-23.4%
+14.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.4% | +8.8% | -0.6% |
| 7D | +3.1% | -14.6% | +17.7% | +3.1% |
| 30D | -6.5% | -18.8% | +12.2% | -6.5% |
| 3M | -5.6% | -32.6% | +27.0% | -5.5% |
| 6M | -9.2% | -25.8% | +16.6% | -9.4% |
| All | -9.2% | -23.4% | +14.1% | -9.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling