+149.9%
XLE vs AMBA
-70.4%
+220.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | -0.5% |
| 7D | -12.0% | -7.2% | -4.8% | -11.5% |
| 30D | -2.7% | -10.4% | +7.6% | -2.1% |
| 3M | +6.6% | -30.1% | +36.7% | +9.1% |
| 6M | +9.5% | -22.4% | +32.0% | +9.8% |
| YTD | +40.6% | -17.3% | +57.9% | +39.3% |
| 1Y | +43.6% | -35.4% | +79.0% | +45.3% |
| 3Y | +58.1% | +18.6% | +39.5% | +45.3% |
| All | +149.9% | -70.4% | +220.3% | +138.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling