+163.9%
XLE vs AMBA
+12.8%
+151.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.3% | -4.8% | -0.2% |
| 7D | -7.9% | 0.0% | -7.8% | -8.0% |
| 30D | -4.8% | -8.6% | +3.8% | -3.8% |
| 3M | +8.4% | -29.0% | +37.3% | +12.8% |
| 6M | +12.7% | -19.2% | +31.9% | +12.5% |
| YTD | +41.3% | -13.0% | +54.3% | +38.1% |
| 1Y | +42.3% | -31.3% | +73.6% | +43.4% |
| 3Y | +65.1% | +28.1% | +36.9% | +42.5% |
| 5Y | +150.2% | -69.4% | +219.6% | +158.3% |
| 10Y | +163.9% | +7.6% | +156.3% | +80.7% |
| All | +163.9% | +12.8% | +151.1% | +80.7% |
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 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