+176.5%
XLE vs AMBA
+0.6%
+175.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.8% |
| 7D | +4.4% | +10.7% | -6.3% | +2.9% |
| 30D | -4.3% | -5.0% | +0.8% | -3.8% |
| 3M | +6.0% | -26.9% | +32.9% | +10.0% |
| 6M | +13.2% | -21.9% | +35.1% | +13.6% |
| YTD | +46.7% | -13.8% | +60.5% | +43.6% |
| 1Y | +46.6% | -36.1% | +82.7% | +49.5% |
| 3Y | +69.6% | +21.6% | +47.9% | +47.6% |
| 5Y | +166.5% | -68.8% | +235.3% | +173.7% |
| All | +176.5% | +0.6% | +175.8% | +90.1% |
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