+49.9%
XLE vs AMBA
-25.6%
+75.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.7% | -3.0% | -4.8% |
| 7D | -7.2% | -8.1% | +0.9% | -7.4% |
| 30D | +0.1% | -10.8% | +10.9% | -0.1% |
| 3M | +9.2% | -25.9% | +35.1% | +8.5% |
| 6M | +8.4% | -13.9% | +22.2% | +8.4% |
| YTD | +44.9% | -14.0% | +58.9% | +45.7% |
| 1Y | +49.9% | -25.7% | +75.5% | +50.7% |
| All | +49.9% | -25.6% | +75.5% | +50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling