+126.6%
XLC vs AMBA
+27.1%
+99.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.4% | +8.8% | +1.0% |
| 7D | +3.1% | -14.6% | +17.7% | +5.7% |
| 30D | -6.5% | -18.8% | +12.2% | -3.5% |
| 3M | -5.6% | -32.6% | +27.0% | +0.2% |
| 6M | -9.2% | -25.8% | +16.6% | -8.1% |
| YTD | -10.6% | -22.1% | +11.6% | -11.4% |
| 1Y | -6.9% | -36.2% | +29.4% | -4.8% |
| 3Y | +59.9% | +10.0% | +49.9% | +36.9% |
| 5Y | +34.7% | -71.6% | +106.2% | +40.4% |
| All | +126.6% | +27.1% | +99.5% | +42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling