+43.6%
XLE vs AMBA
-32.7%
+76.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | +0.1% |
| 7D | -12.0% | -7.2% | -4.8% | -12.1% |
| 30D | -2.7% | -10.4% | +7.6% | -2.9% |
| 3M | +6.6% | -30.1% | +36.7% | +5.8% |
| 6M | +9.5% | -22.4% | +32.0% | +9.4% |
| YTD | +40.6% | -17.3% | +57.9% | +41.4% |
| 1Y | +43.6% | -35.4% | +79.0% | +43.7% |
| All | +43.6% | -32.7% | +76.3% | +43.7% |
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