+179.2%
XLE vs AMBA
-0.9%
+180.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.2% |
| 7D | +5.4% | +2.7% | +2.7% | +5.0% |
| 30D | -3.9% | -2.2% | -1.8% | -3.8% |
| 3M | +7.0% | -26.6% | +33.7% | +11.0% |
| 6M | +14.2% | -26.8% | +41.0% | +15.7% |
| YTD | +48.2% | -15.1% | +63.3% | +45.3% |
| 1Y | +47.7% | -32.3% | +79.9% | +49.2% |
| 3Y | +70.0% | +19.8% | +50.2% | +48.3% |
| 5Y | +169.1% | -69.2% | +238.4% | +177.0% |
| All | +179.2% | -0.9% | +180.1% | +92.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling